Python Markdown messed up math formula

When converting the content from markdown to HTML format, the following math function

${\{y_{i}, x_{i1}, ..., x_{id}\}}_{i=1}^{n}$

got converted to

${{y_{i}, x_{i1}, ..., x_{id}}}<em>{i=1}^{n}$

Is there a way to tell Python's Markdown not doing this? Thanks!

Yes, the math syntax conflicts with Markdown's syntax. You need to tell the parser to not treat that as Markdown.

You have a few different ways to do that:

Wrap the Math function in raw HTML. Markdown is not processed inside raw block-level HTML. So wrap your math in a div:
```
<div>${\{y_{i}, x_{i1}, ..., x_{id}\}}_{i=1}^{n}$</div>
```
Use a third-party extension (also here) which offers a way to mark up a section of a document as Math. You need to install one of the extensions and then tell Python-Markdown to use it.For example, to install Python-Markdown-Math, do the following:
```
pip install python-markdown-math
```
Then, in your Python code, you can tell Markdown to use the extension:
```
markdown.markdown(src, extensions=['mdx-math'])
```
Note that in order to avoid conflicts with dollar signs used for for designating money (normal usage), most of the extensions do not support using single dollar sign as a wrapper. In that case, you will need to use double-dollar signs ($$...$$). Or you could turn on support for single dollar signs like this:
```
markdown.markdown(
    src, 
    extensions=['mdx_math'], 
    extension_configs={
        'mdx_math': {'enable_dollar_delimiter': True}
    }
)
```
As an aside, the Arithmatex Extension offers support for single dollar signs by default. However, it is part of a larger package of extensions. If you only need the one, Python-Markdown-Math will serve you just fine (each is developed by a different member of the Python-Markdown team).