How can I italicize a word in the title of a post?

I would like to italicize a word in the title of a post. Inserting the word between <i> and </i> does not seem to work. I have tried that and the code appears in the saved title on either side of the un-italicized word. I would appreciate any help forum members can give me. I would also be grateful if the process could be explained in an elementary way since I am not an expert on these things (obviously!). Thanks!

Can you share link to a blog post? We can check easier.