I've got equation like this: $$dX(t) = \alpha (t,X) dt + \sigma (t, X) dW(t) + \int_{Z} \gamma (z) X(t^{-})\tilde{N}(dt,dz)$$
I know how to simulate equations like: $$dX(t) = \alpha (t,X) dt + \sigma (t, X) dW(t) + \beta(t,X)dN(t),$$ but how to do it when we have got this integral with respect to Poisson measure?