I finally solved the issue. It causes by the fact that the subscript notation (i.e. “_”)is not properly protected, as a result, the subscript notation is mistakenly converted to “<em>” when rendering into html.
Add a “\” in front of every subscript notation (as a means of protection) could solve the problem.
# subscript is not protected
to calculate $p(X_t = 100)$, we do X, Y and Z.
# subscript is protected
to calculate $p(X\_t = 100)$, we do X, Y and Z.