X is the yield to maturity, dz is a weiner process, What is the process followed by the bond price?

Suppose that x is the yield-to-maturity with continuous compounding on a zero-coupon bond that pays if $1 at time T. Assume now that x follows the process: dx = a(x(0) - x) dt + sxdz Where a, x (0) and s are positive constants and dz is a Wiener Process. What is the process followed by the bond price