MathJax: Braces need one more slash to rendered properly

[antsn]

I want, for example, display {x} as a maths formula.
Here is proper syntax of LaTeX, which I copy straightly from LyX:
$$\left\{ x\right\}$$

But it's not rendered to math formula in cutemarked, I must include extra slash '' before each brace:
$$\left\\{ x\right\\}$$