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This paper introduces an observer-based neural quadratic sliding mode control strategy for interconnected Markov jump systems faced with unknown interconnections, regardless of the high dimensionality of the systems. Firstly, a dynamic event-triggered scheme is constructed in the communication channel to the Lebesgue state observer, with which an integral quadratic sliding mode hyperplane is put forward; Secondly, a neural-based control method is put forward to make sure that predefined sliding hyperplane is attractive; In addition, the occurrence of Zeno phenomenon is also verified to be avoided with the implementation of the controller; Thirdly, linear matrix inequality technique and Lyapunov stochastic stability theory are proposed to check the stochastic stability of closed-loop systems, including sliding mode dynamics and error dynamics; Finally, simulation results on single-link robot arms are given to …