[latexrefman-discuss] \protect, Mysterious error about missing closing round bracket

[Karl Berry]

    could you be more specific

No, I just don't want to do experiments right now, sorry.

How about \footnote or \[ inside \caption?  Per
  http://texblog.net/help/latex/fragile.html
(Another instance of basically the same manual as ours that has diverged
and should be merged, sigh, I'll write the person ...)

All the examples I found on tex.sx used internal TeX or LaTeX commands,
like yours, and I don't think such examples are suitable.  There was a
note that \(...\) is robust now.  I don't know the real story with
current latex ...  -k