>For example, the document source initially contains >$\Delta$x which displays as upper case delta followed >by x. If I select the displayed delta and x and click >on Lyx'x "Insert index entry" button, the document source >changes to \index{\Deltax}$\Delta$x but when I try to >generate an index I get an "undefined control sequence" >error message. > >If I manually change the document source to >\index{$\Delta$x}$\Delta$x there is no error message, >and the index looks OK. Is this a legitimate way to >proceed? If yes, does "Insert index entry" do this >automatically in a more recent version of LyX than >the one I'm using (which is 1.5.6)? Is there a better >way to do this?
You can just copy the math into the index and it will generate the correct LaTeX. I think you've found a bug. Can you report it to http://www.lyx.org/trac/wiki/BugTrackerHome ? Vincent