could you be more specific No, I just don't want to do experiments right now, sorry.
How about \footnote or \[ inside \caption? Per http://texblog.net/help/latex/fragile.html (Another instance of basically the same manual as ours that has diverged and should be merged, sigh, I'll write the person ...) All the examples I found on tex.sx used internal TeX or LaTeX commands, like yours, and I don't think such examples are suitable. There was a note that \(...\) is robust now. I don't know the real story with current latex ... -k