Consider the stochastic differential equation as follows:
$$X_t = x + \int_0^t b(X_s)\,ds + \int_0^t a(X_{s-})\,dL_s,\quad \forall t\ge 0,$$
where $L=(L_t)_{t\ge 0}$ denotes some Lévy process. What are the references on the wellposedness (existence, uniqueness and dependence of the solution $X$ on the coefficients) of the above SDE? Especially for the case $L$ is a composed Poisson process.
