I tried creating the Taylor series of $e^{\frac{x^2}{2}}$ around 0. With The general case (around a): $$e^{\frac{a^2}{2}}(x)=\sum_{i=0}^n\frac{a^ie^{\frac{a^2}{2}}}{i!}(x-a)^i+\frac{\xi^{n+1}e^{\frac{\xi^2}{2}}}{(n+1)!}(x-a)^{n+1}$$
So when $a=0$ I get that $f(x) = 1$ but $e^{\frac{\xi^2}{2}}$ is bound so I don't think the remainder blows up, so what is happening here?
Thanks.