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The question is self-describing.

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    @unit3000-21 yes and no. but i did as you asked.2012-08-13

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I have never seen such a notation, per se. The closest I've seen is something like:

Let $\mathcal{F}, \mathcal{G}$ be $\sigma$-algebras, with $\mathcal{F} \subset \mathcal{G}$.

That is, using $\subset$ (to indicate containment as sets), where it is made clear elsewhere (or from context) that the sets in question are $\sigma$-algebras.