Select Italic style under Character Format
Be careful waht you wish for, though. That will change every comma after a lowercase letter, even if in the middle of a string of words where you might actually want it to remain italic.
AND, if you don't specify some change formatting, I think Eugene's querey is going to delete the commas. I thought you wanted to make them not italic.
Once again I didn't explore every nook, it found the italic comma after the italic text.
One would hope that savvy kicks in and when they notice the comma is gone they can change the format settings and insert the comma etc.