How do I apply the Doleans-Dade exponential formula for the following Lévy stochastic differential equation: $$dZ_t=Z_t\left(\theta_1(t)dW_t^{(1)} +\theta_2(t)dW_t^{(2)}+\int_\mathbb R \theta(s,x)\mu(ds,st)-v(ds,dt)\right),$$ where $W_t^{(1)}$ and $W_t^{(2)}$ are two independent Brownian motions, $\mu(ds,st)$ is the jump measure and $v(ds,dt)$ is the Lévy measure?
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