Risk neutral measure for jump processes

How can I construct risk neutral measure for option price if active price form is:

$$S(t)=S(0)\left[\exp{σW(t)+(α-βλ-1/2σ^2)t+Q(t)}\right] ?$$

Here $W(t)$ is a Brownian motion and $Q(t)$ is a compound Poisson process.

Thank you beforehand.

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