How about this?
Write [tex]e^{j\theta}=E(\theta)+jO(\theta)[/tex],
where [tex]E(\theta)=\frac{1}{2} (e^{j\theta}+e^{-j\theta})[/tex]
and [tex]O(\theta)=\frac{1}{2j} (e^{j\theta}-e^{-j\theta})[/tex],
where the right-hand side is simply the sum of the even and odd parts of the left-hand side. [tex]j\neq 0[/tex] has no particular meaning right now, except that it is constant (independent of [tex]\theta[/tex]).
Then [tex]
\begin{align*}<br />
\frac{d}{d\theta} e^{j\theta} &= \frac{1}{2}\left( j (e^{j\theta}-e^{-j\theta} \right)+<br />
j\frac{1}{2j}\left( j (e^{j\theta}+e^{-j\theta} \right)\\<br />
je^{j\theta} &= j^2O(\theta)+jE(\theta)<br />
\end{align*}[/tex]
where we have noted that
[tex]\frac{d}{d\theta}E(\theta)=j^2O(\theta)[/tex] and [tex]\frac{d}{d\theta}O(\theta)=E(\theta)[/tex]... a coupled set of differential equations.
Continuing on, we find [tex]\frac{d^2}{d\theta^2}E(\theta)=j^2(E(\theta))[/tex] and [tex]\frac{d^2}{d\theta^2}O(\theta)=(j^2O(\theta))[/tex]... two differential equations... or simply, two questions: what functions are proportional to their second derivatives? Let's now formally require that [tex]j^2=-1[/tex]. So, now our question is: what functions are equal to minus their second derivatives? (With constants of integration, you'll need to consider the initial conditions to completely determine the functions E and O.)
I'll stop here... but you should be able to finish this off.