Recently I posted the following text on the Analysis forum ...

" ... ... In order to demonstrate that $ \displaystyle K$ is closed, we prove that $ \displaystyle \mathbb{R}^n\K$ is open. Indeed, choose $ \displaystyle y \notin K$ and define $ \displaystyle O_j = \{ x \in \mathbb{R}^n \ \mid \ \mid \mid x - y \mid \mid \gt \frac{1}{j} \}$ for $ \displaystyle j \in \mathbb{N}$. ... ... "

... and (as I did above) got a red \K in \mathbb{R}^n\K presumably because I'm misusing a special character \ in the code ...

What is wrong with what I've done and how do I correct it?

Further, how does one correctly write Latex code for one set minus another as in A\B?

Peter