As $\vec{F}=0$, from the equation of dynamics of a body with variable mass;
$$
m \frac{d \vec{v}}{d t}=\vec{u} \frac{d m}{d t} \text { or, } d \vec{v}=\vec{u} \frac{d m}{m}
$$
Now $d \vec{v} \uparrow \downarrow \vec{u}$ and since $\vec{u} \perp \vec{v}$, we must have $|d \vec{v}|=v_{0} d \alpha$ (because $v_{0}$ is constant) where $d \alpha$ is the angle by which the spaceship turns in time $d t$.
So,
or,