Suppose the diffusion process for the short rate $r_t$ under the risk-neutral measure $Q$ is given by: $$ dr_t = \theta(t)dt+\sigma dZ_t $$
where $Z_t$ is a Brownian motion.
I am trying to show that the parameter $\theta(t)$ is related to the slope of forward rate curve: $$ \theta(t) = \left. \frac{\partial F}{\partial T}(0,T) \right|_{T=t} + \sigma^2 t $$ where: $$ \partial F(0,T) = -\frac{\partial \log P(0, T)}{T} $$
I am lost as to where to start. Any help would be appreciated