Inline Math
Use dollar signs:
$a^2 + b^2 = c^2$
or escaped parentheses:
\(1+2+\dots+n=\frac{n(n+1)}{2}\)
Display Math
To display math on its own line, use double dollar signs:
$$ \frac{d}{dx}\left( \int_{0}^{x} f(u)\,du\right)=f(x) $$
or escaped square brackets:
\[ \sin A \cos B = \frac{1}{2}\left[ \sin(A-B)+\sin(A+B) \right] \]
A wide range of math environments1) will work as well:
\begin{align*} e^x & = 1 + x + \frac{x^2}{2} + \frac{x^3}{6} + \cdots \\ & = \sum_{n\geq 0} \frac{x^n}{n!} \end{align*}
Note that the math environments should not be inside the dollar sign delimiters; the environments should stand on their own with just the \begin and \end statements in order to be parsed correctly.