mathcal{P} will show in preview but not the knitted html file of an .Rmd file (R markdown). Here’s the code:

---
title: "xxx"
author: "yyy"
date: "2024-zz-ww"
output: rmarkdown::html_vignette
# output: word_document
vignette: >
  %VignetteIndexEntry{xxx}
  %VignetteEngine{knitr::rmarkdown}
  %VignetteEncoding{UTF-8}
---

$mathcal{P}$

In preview:

But then in the html file it becomes a square:

How to make sure this shows up correctly?