I need to show that:
$$\lim_{x\to0}\frac {2\sigma^2(1-e^{-\theta x^2})} {x^2}=2\sigma^2\theta$$
By plugging in arbitrary values for the constants and trying different values for x I can see that this is true but I'm not sure how to show it formally. As x tends to 0, I know that the term in brackets will get closer to 0 too. I guess I need to somehow show that at values near zero, the term in brackets should be close to $\theta / x^2$?