WordPress doesn’t support this out the box so you’d need to know how Tex support is implemented on that blog.
Looking at the raw HTML suggests tex2jax_ignore which heavily implies Mathjax is being used. A quick look at Math stack exchange suggests they’re using MathJax v2.7.5. Having said that, Stack exchange doesn’t use HTML the same way that comments do so you won’t get a like for like result if you copy paste from MSE, links will need changing to HTML format rather than markdown etc.
Note that this is also going to be unique to that site, other sites may use a different plugin to implement Tex support, or most likely not at all. Some sites might even support markdown letting you do a direct copy paste!
The only way to be sure is to try, or ask the sites owner.
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