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There is a somewhat conservative script font that's used for sets, contours, and for some different purposes in number theory. I'm sorry I can't describe it better; here are some examples: enter image description here enter image description here

I'm talking about the P that appears as p\in P in the first image, and the C that appears in the contour integral in the second image. Any idea how to get this font in LaTeX?

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As answered by egreg in the comments, the font is provided by \mathcal. I found the answer in the "User's Guide for the amsmath Package" by searching for mathbb and looking at the other commands that came up with it.

As commented by Barbara, this kind of question, identifying an alphabet, can be handled in the same way as the question: How to look up a symbol or identify a math symbol or character? That question has now been modified to also cover this case (... "or identify a math alphabet").