Curly braces can be used via \$$A = \\{x,y,z\\}\$$: \$$A = \\{ x,y,z \\}\$$

It's annoying, but you need two backslashes before the braces.

\$$\begin{cases} 1 \\\\ 4 \end{cases}\$$

\$$\begin{cases} 1 \\\\ 4 \end{cases}\$$

There's a similar issue when you want a newline embedded in the text, like trying to use cases above.