On the existence and uniqueness of a solution of a stochastic differential equations with martingale differential

Under some conditions, the existence and uniqueness of a solution of the equation
$$ d\xi(t)=a(t,\xi(t))dt+\sum_{k=1}^rb_k(t,\xi(t))d\zeta_k(t)+\int_{R^m}f(t,\xi(t),u)\widetilde\nu(dt,du) $$
are proved, where $\zeta_k(t)$, $k=\overline{1,r}$, are continuous martingales, $\widetilde\nu(t,A)=\nu(t,A)-t\Pi(A)$ and $\nu(t,A)$ is a Poisson measure, $\mathbf M\nu(t,A)=t\Pi(A)$.