利子の計算方法

最近債券の派生証券と関係がある数学を学んでいます。二つな微分方程式を見ました。One by Lesniewski,
dr = ((dr0/dt)+lambda(r0(t)-r(t)))dt + sigma(t)dW(t)
and the other by Hull,
dr = (theta-ar)dt + sigma*dz
These different forms of dr give rise to different r(t) solutions and thus different bond price formulas, P(t,T). I have been unable to reconcile the two bond price formulas to the discrepancy in the dr forms or even to derive the r(t) form of the Hull formula. The A (variable in P formula), r, and sigmaP (volatility of log of bond price, as well as volatility of bond price and instantaneous volatility) are underived per the author's understanding. The next step would be to check the original paper by Hull and White.