By example, I wanted to replace all inline math $...$ with \( ... \). So I had to match the (escaped) dollar sign \$ then put the text inbetween in a group (this is achieved by the parentheses). The brackets, in usual regex style, form a category of symbols. In this case every symbol but the dollar sign in order to simulate non-greedy matching. This is like using .+? in normal regular expressions. So the search pattern is:

\$([^\$]+)\$

The group given by the parentheses can be referred to in the replacement by \1, so the replacement text is:

\\( \1 \\)