I managed to fix it myself after a little detective work...
I grepped the source code for cmsy10, which provides mathcal, and found
qfont_loader.C. In here, one sees that the missing font is called eufm10:
{ LyXFont::MSB_FAMILY,
"msbm10",
"-*-msbm10-*-*-*-*-*-*-*-*-*-*-*-*" },
{ LyXFont::EUFRAK_FAMILY,
"eufm10",
"-*-eufm10-medium-*-*-*-*-*-*-*-*-*-*-*" },
{ LyXFont::WASY_FAMILY,
"wasy10",
"-*-wasy10-medium-*-*-*-*-*-*-*-*-*-*-*" }
The common name for this font is "Euclid Fraktur".
I found it at
http://cardiome.ucsd.edu/mathtype/Mathtype4TTFonts/
under the filename eufrak.ttf.
In order to get LyX to recognize it, we must change the TrueType name, which
is different from the filename. I managed to do this using a script called
ttfname from
http://scripts.sil.org/cms/scripts/page.php?site_id=nrsi&item_id=FontUtils#801ab246
by using the following command:
ttfname -n eufm10 eufrak.ttf eufm10.ttf
Now just install eufm10.ttf, restart LyX, and you should be up and fraking.
:) Of course it would be delightful if Uwe managed to add this font with
the next installer.
-Bob