In this section
of the AUCTeX manual, it is described how one could customize the highlighting of commands started with a backslash. I'd like, however, to give special highlighting to certain unicode symbols when they are inside a math environment. For example, =,+,×,⊆, ⊂, ∩, ↦, →,≥,≤,≅,≃,∀,∃,∈,∑. I use those with XeLaTeX and have a method for directly inputting them.