Change of measure transformation

Question

I have the below on a take home paper. $Y(t) = -\theta \mu t + \sigma x(t)$.. I need a substitution that removes the drift term that arrives at $Y(t) =\sigma^Q (t)$. $Q$ is the change of probability measure from $P--Q$. I need to get $Y(t)$ martingale via a change in measure.