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

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

If is was

$\displaystyle
dX(t)=bX(t)dt+\sigma X(t)dB(t)
$

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

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