I'm using the MathJax through the method described in the last answer of this post:
It works, but in some cases the latex results are not correctly shown. For example, if I use $$x_i w$$ the result is fine and correct, but if I use $$x_i w_j$$ it will appear as it is (not converted to latex) in the result.
Surprisingly, when I edit the post, the result of $$x_i w_j$$ appears correctly in the preview of the post ! But it still do not appear correctly after saving changes.
I have noticed that html source code of the "previw post" contains $$x_i w_j$$ written correctly (thus it is correctly rendered by MathJax), but the html source code of the "question post" (after posting the question) contains "<p>$$x<em>i w</em>j$$</p>" !! I don't know what <em> is doing here, this may explain why MathJax do not render it correctly !
Changing the editor (from the admin panel) to WYSIWYG or "Simple Editor" instead of the "markdown editor", fixed the problem.