For people asking for Lyx, I wonder if you have seen AUCTeX.
It is an indispensable part of typsetting mathematics and
now includes preview-latex, which I much prefer as a front
end for LaTeX since it gives me direct access to the underlying
LaTeX, while neatly rendering completed math sections until I enter
them again for more editing. I do this in emacs, so I am not
sure if this could be part of a 'small' solution. Not sure
if there is way to make it work with vim.