I'm both Hindu and Muslim: Salman Khan

[My-Analogous]

No.

They can stay in their religion only in case where they are Jew or Christian. Rest have to convert or marriage is declared invalid.

In case of muslim women marrying any kuffar, she is declared an apostate.

Interfaith marriage in Islam - Wikipedia, the free encyclopedia

You are correct mate and forget one point more that in case of man, if his wife is not Jew or christian and didn't convert. In this case he will not be Muslim anymore