Define $q(t)$ as the log price minus a linear trend
$$ q(t) = \ln P(t) - \mu t $$
Assume the log price process = Equation 1: $$ dq(t) = - \Theta q(t) dt + \sigma dW(t) $$
Can you show that the solution to Equation 1 is: $$ \ln P(t+h) - \ln P(t) = \mu h + (\exp(-h \Theta) - 1) \ln P(t) + \sigma \int_t^{t+h} \exp(-\Theta(t-u))dW_u $$