HTML LaTeX symbol isn't rendered

[zxdawn]

Describe the bug

I have tried to add LaTeX symbol using HTML code, but folium doesn't render it correctly.

To Reproduce

from branca.colormap import linear
import folium

colormap_choice = linear.YlOrRd_04
vmin = 3.2
vmax = 10.3
colormap = colormap_choice.scale(vmin, vmax)
colormap.caption = 'Δx'

m = folium.Map()
colormap.add_to(m)

Note that if I check the colormap without folium, that's fine:

from branca.colormap import linear

colormap_choice = linear.YlOrRd_04
vmin = 3.2
vmax = 10.3
colormap = colormap_choice.scale(vmin, vmax)
colormap.caption = 'Δx'

Expected behavior

The caption is $\Delta$ x.

Environment (please complete the following information):

• Browser: chrome
• Jupyter Notebook
• Python version: 3.10
• folium version: 0.14.0
• branca version: 0.6.0

[zxdawn]

BTW, the colorbar tick labels are different from the original defined colormap. It seems that's another related issue.