2.6.5.7 Mathematica. Time used: 12.753 (sec). Leaf size: 75
ode=D[y[x],x]==x*(a*y[x]^2+b); 
ic={}; 
DSolve[{ode,ic},y[x],x,IncludeSingularSolutions->True]
 
\begin{align*} y(x)&\to \frac {\sqrt {b} \tan \left (\frac {1}{2} \sqrt {a} \sqrt {b} \left (x^2+2 c_1\right )\right )}{\sqrt {a}}\\ y(x)&\to -\frac {i \sqrt {b}}{\sqrt {a}}\\ y(x)&\to \frac {i \sqrt {b}}{\sqrt {a}} \end{align*}