Abstract algebra notation

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I am new to learning abstract algebra and using multiple books but the notation varies enough to throw me off. Could someone explain to me the differences between:

$\mathbb{Z}\left\{ p\right\}$

$\mathbb{Z}_{(p)}$

$\mathbb{Z}_{p}$

Where p is prime. Does the brackets around the p make a difference or are the second and third the same?