As fahr as I know, the current stable version of Markdown mode supports only $$ ... $$ and \[ ... \] as delimiters for displayed LaTeX math. In order to support MultiMarkdown and Pandoc Markdown with tex_math_double_backslash option I would suggest adding \\[ ... \\] to math delimiters (using corresponding option). The important advantage of the double-backslash option is, that it does not preclude escaping of ( and [.
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