\documentclass[a4paper,12pt]{article}
\usepackage{amsmath,amssymb,cases}
\usepackage[margin=2cm]{geometry}
\usepackage{mathrsfs}
\begin{document}
\noindent
$\displaystyle \mathcal{M}'= \bigcup_{ \mathcal{F} \subset \mathcal{E} ,\, \mathcal{F} \text{is countable}}\mathcal{F}(\mathcal{F}).$
\end{document}
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Use \substack{}
\documentclass[a4paper,12pt]{article}
\usepackage{amsmath,amssymb,cases}
\usepackage[margin=2cm]{geometry}
\usepackage{mathrsfs}
\begin{document}
\noindent
$\displaystyle \mathcal{M}'= \bigcup_{\substack{\mathcal{F} \subset \mathcal{E} \\ \mathcal{F} \text{ is countable}}}\mathcal{F}(\mathcal{F}).$
\end{document}
2
A spacing improvement with \smashoperator from mathtools (neddless to load amsmath):
\documentclass[a4paper,12pt]{article}
\usepackage{mathtools,amssymb,cases}
\usepackage[margin=2cm]{geometry}
\usepackage{mathrsfs}
\begin{document}
\noindent
$\displaystyle \mathcal{M}'=\smashoperator{ \bigcup_{\substack{\mathcal{F} \subset \mathcal{E} \\ \mathcal{F} \text{ countable}}}}\mathcal{M}(\mathcal{F}).$
\end{document}
Bernard
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\substackcomes from amsmath, not mathtools. Is it made better with mathtools? – Donald Arseneau Apr 22 '20 at 02:43mathtools. Gonna edit – Apr 22 '20 at 02:49mathtoolsloadsamsmathand extends some of its facilities, mostly in response to legitimate requests from users. (One example is matrices in which the horizontal alignment of the cells can be specified, rather than always being flush left, which looks dreadful when some entries are negative and others aren't.) So if the extended facilities are needed, one can loadmathtoolsand get both packages together. – barbara beeton Apr 22 '20 at 04:24