Style wordpress image captions in RSS

As far as I know the only way to add styles to RSS feed items is by adding them inline (e.g. <p style="color: #333; font-weight: bold;">Hello World</p>). If you don’t specify any styling, then the reader app/website that the end-user is using applies its default styles.

Certainly editing styles.css won’t make any difference, because that files only styles your website, not the RSS feed.

So the only way I can think of would be to add a filter to the_content, check if it’s a feed using the is_feed conditional, then use regular expressions to add styles inline.