# Solution to a Geometric Ornstein Uhlenbeck Process $dX_t = \kappa(\theta - X_t)dt + \sigma X_t dW_t$

I've been searching for the solution to the modified Ornstein-Uhlenbeck process $$\begin{equation*} dX_t = \kappa(\theta - X_t)dt + \sigma X_t dW_t \end{equation*}$$ but it surprisingly hard to find. The Wikipedia page on the OU-process even mentions that a closed form solution exists but doesn't provide any reference. Any help?