The following comment (edited down from a real-world example) "$\cong$—spacer *italics* spacer—$\mapsto$
" should render roughly as "≅—spacer italics spacer—↦", but, on MathJax-enabled sites like MathOverflow, the stars render literally, rather than entering italics. This appears only to happen in comments, not in post bodies.
I made a Meta.MO post about this, and @MartinSleziak suggested that it might be appropriate to mention it here.
EDIT: See further exploration in a comment by @j.c., which I reproduce here as source:
Here's a slightly more minimal example: $\cong— *italics* \cong$: code
`$\cong— *italics* $\cong$. The lack of a space between the MathJax and
em-dash is necessary ($\cong$ — *italics* $\cong$: code
`$\cong$ — *italics* $\cong$`), and there also must be MathJax on both
sides ($\cong$— *italics*: code `$\cong$— *italics*`).
/\$(.*)\$/
to locate the math, and so this would match the first dollar sign to the last one, and consider the entire contents to the math (including the stars), preventing it from being processed for the mini-Markdown in comments./\$(.*?)\$/
would do better, but still would not always work. It turns out that math that is renderable by MathJax can't be identified by a standard regular expression.