Q:

Way to input caligraphic letter as a axis label in Mathematica plot

In my paper written in LATEX, I used a symbol $\mathcal{T}$ and I want to put it in the axis label of my plot. 
However I could not find such functionality in Mathematica. Is it possible?

A:

You can find calligraphic script under the Palettes' Special Characters menu.  E.g.
Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {\[ScriptCapitalT], None}]

Or, if you specifically want the LaTeX Mathcal font - apparently cmbsy10 - you can download and install it, and specify it in the Style option:-
Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {Style["T", FontFamily -> "cmbsy10"], None}]

