Answer: It means set intersection
The intersection of two sets is the overlapping or shared common elements in both sets.
For example, lets say we had
a = {1,2,7,9,14,3}
b = {14,6,1,3,5}
The common elements in both sets would be {1,14,3} which is in the set
If you drew out a Venn Diagram, then you should see that 1,14, and 3 are in the overlapped region. The other numbers are outside the overlap region but inside their respective circles.