I have the following stochastic differential equation. But I don't know how to solve it.

<br />
dX(t)=(aX^{2}(t)+bX(t))dt+\sigma X(t)dB(t)<br />
<br />
X(0)=x_{0}>0<br />

If is was

<br />
dX(t)=bX(t)dt+\sigma X(t)dB(t)<br />

I could recognize it as a geometric brownian motion, but the  aX^{2}(t) confuses me.

What are the "recipe" for solving this kind of problems?