For now I read book Neural networks and learning machines. Inside of that book is unknown for me symbol. How it should be pronounced? I didn't find it on wikipedia article or at other articles. PS I know what is conditional probability. I just want to know how this strange character should be pronounced
That's "script C" (or also "curly C" I think).
http://www.charbase.com/1d49e-unicode-mathematical-script-capital-c