The potential association between the blazar TXS 0506+056 and the neutrino event IceCube-170922A provides a unique opportunity to study the possible physical connection between high-energy photons and neutrinos. We explore the correlated electromagnetic and neutrino emissions of blazar TXS 0506+056 by a self-consistent leptonic-hadronic model, taking into account particle stochastic acceleration and all relevant radiative processes self-consistently. The electromagnetic and neutrino spectra of blazar TXS 0506+056 are reproduced by the proton synchrotron and hybrid leptonic-hadronic models based on the proton-photon interactions. It is found that the hybrid leptonic- hadronic model can be used to better explain the observed X-ray and gamma-ray spectra of blazar TXS 0506+056 than the proton synchrotron model. Moreover, the predicted neutrino spectrum of the hybrid leptonic-hadronic model is closer to the observed one compared to the proton synchrotron model. We suggest that the hybrid leptonic-hadronic model is more favored if the neutrino event IceCube-170922A is associated with the blazar TXS 0506+056.