I use hyperlinks in math mode to if a reader does not read my thesis sequentially and finds a very arcane symbol somewhere, he may just click it and go to where it is defined. However, adding links changes the kerning making subscripts and superscripts more spaced out and other ugly things.
Consider this MWE:
\documentclass{article}
\usepackage{amsmath, amssymb, fontspec, unicode-math, tikz}
\usepackage[colorlinks=true, linkcolor=black]{hyperref}
\begin{document}
Let \hypertarget{a}{$X\colon[0,1]\times\Omega\to\mathbb{R}$} be a stochastic
process.
\tikz[overlay, baseline, anchor=base west, inner sep=0, blue]
\node {${X}_t$};%
\tikz[overlay, baseline, anchor=base west, inner sep=0, red, opacity=0.5]
\node {$\hyperlink{a}{X}_t$};
\end{document}
The output is

I'm using LuaLaTeX and texlive 2013. Is there any way to correct the kerning?

\hyperlinkin math mode:\hyperlink{a}{${X}_t$}. – Pedro Nov 01 '13 at 14:42\newcommand{\mathhyper}[2]{\text{\hyperlink{#1}{$#2$}}}, you can use it insideequationenvironments as\mathhyper{a}{X_t}. – Pedro Nov 01 '13 at 15:58\newcommand\hypersub[2]{\hyperlink{#1}{#2}\hspace{-.08em}}defines a hyperlink for use preceding a subscript. My knowledge is nowhere near sufficient to propose a true answer dealing with the general case. – Chris H Nov 01 '13 at 16:43mathhypercommand mentioned above. I don't see the kerning problem here - is this similar to what you have tried? – Pedro Nov 01 '13 at 16:56\mathhyper{X}_thas the same issues. – Dimas Nov 01 '13 at 19:17