var str = "__Definition:__ $x_0$ is an _ordinary point_ of the ODE $L[y] = 0$";
var repl = str.replace(/_(?!(?:(?:[^$]*\$){2})*[^$]*$)/g, '\\_');
print(repl);
dmFyIHN0ciA9ICJfX0RlZmluaXRpb246X18gJHhfMCQgaXMgYW4gX29yZGluYXJ5IHBvaW50XyBvZiB0aGUgT0RFICRMW3ldID0gMCQiOwp2YXIgcmVwbCA9IHN0ci5yZXBsYWNlKC9fKD8hKD86KD86W14kXSpcJCl7Mn0pKlteJF0qJCkvZywgJ1xcXycpOwpwcmludChyZXBsKTsK