I have:
Legended[
Show[ Plot[1/(2 Pi x^2), {x, 0.26, 1},
PlotStyle -> {RGBColor[0.368417, 0.506779, 0.709798], Thick},
PlotRange -> {{0.26, 1}, {0, 3}},
BaseStyle -> {FontFamily -> "Latin Modern Math"}],
Plot[1 - x, {x, 0.26, 1},
PlotStyle -> {RGBColor[1, 0.75, 0], Thick},
PlotRange -> {{0.26, 1}, {0, 3}},
BaseStyle -> {FontFamily -> "Latin Modern Math"}],
LabelStyle -> {18, GrayLevel[0]},
AxesOrigin -> {0.26, 0}], {Placed[
Style[HoldForm[Subscript[p, 6]], FontSize -> 20,
FontFamily -> "Latin Modern Roman 10"], {{1, 0.12}}],
Placed[Style[HoldForm[Subscript[\[Mu], 2]], FontSize -> 20,
FontFamily -> "Latin Modern Roman 10"], {{0.11, 1.02}}]}]
which gives:
It's clear that the font of $p_6$ is not roman. Why doesn't Style work properly with Legended and how can I fix it?
EDIT
$p_6$ and $\mu_2$ are my axes labels, but in my real case using AxesLabel results in a bad position of the labels, for example:
So, this was the reason that I used Legended; however, I don't know why assigning a special font to the labels doesn't work anymore.
FontSlant -> Italic
to see if it makes a difference ? Another option would be to install and use MaTeX. Visit homepage set up by the author. $\endgroup$