  This paper focuses on time-varying delayed stochastic differential systems
with stochastically switching parameters formulated by a unified switching
behavior combining a discrete adapted process and a Cox process. Unlike prior
studies limited to stationary and ergodic switching scenarios, our research
emphasizes non-Markovian, non-stationary, and non-ergodic cases. It arrives at
more general results regarding stability analysis with a more rigorous
methodology. The theoretical results are validated through numerical examples.
