The "Mathematical Script Small R" is just a Unicode character, so if you can enter it in your editor, and you have a font that includes a suitable representation, then it's as simple as this:
\documentclass[a4paper]{article}
\usepackage{fontspec}
\setmainfont{STIXGeneral}
\begin{document}
small r: 𝓇 there.
\end{document}
I'm using MacVim and xelatex with TexLive 2013 here and I get this
On the Mac you can get the symbol from the character viewer. This is the information it gives about it.
𝓇
MATHEMATICAL SCRIPT SMALL R
Unicode: U+1D4C7 (U+D835 U+DCC7), UTF-8: F0 9D 93 87
And if entering the character from the viewer is too laborious you can always define a little macro for it:
\def\arr{\hbox{𝓇}}
(This feels vaguely like something for http://www.talklikeapirate.com/)
\ell
. such an alphabet is present in the stix fonts, and i'm sure someone else can identify a few others. unfortunately, most "traditional" script alphabets are too heavily sloped, and the most "common" script alphabets designed for use with tex have only uppercase letters.