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?