diff --git a/content/Exercise_set_1.md b/content/Exercise_set_1.md
index 4af1a047c48290df6856981c302cf71de79cf3e9..2aab3ce0d981634a3a4c1acee3a8f457017869e5 100644
--- a/content/Exercise_set_1.md
+++ b/content/Exercise_set_1.md
@@ -112,7 +112,7 @@ mechanism, or multiple levels).
 A probability density function should be normalized:
 
 $$
-  \int \limits_{-\infty}^{\infty} P(x) dx = 1.
+  \int \limits_{-\infty}^{\infty} P(x) \,\mathrm{d}x = 1.
 $$ (eq:pdf_normalized)
 
 For simplicity we consider a probability density function of a single stochastic variable
@@ -122,7 +122,7 @@ generalized to multiple variables and discrete sets.
 The $n^{\mathrm{th}}$ moment of this distribution is defined as
 
 $$
-  \langle x^n \rangle \equiv     \int \limits_{-\infty}^{\infty} x^n P(x) dx.
+  \langle x^n \rangle \equiv \int \limits_{-\infty}^{\infty} x^n P(x) \,\mathrm{d}x.
 $$ (eq:moments)
 
 The first and second moment are particularly useful, and yield the mean