Below is a MWE. While the pdf output seems ok, TeXniccenter displays error in the equation line. Not able to understand what's wrong. Happens even when I put in the code to close the curly brackets.
\documentclass{article}%
\usepackage{amsmath}%
\usepackage{amsfonts}%
\usepackage{amssymb}%
\usepackage{graphicx}
\usepackage{comment}
\begin{document}
$\mu(S_{QX})=N$ where $S_{QX}=\left\{c\in N \lvert $U_{c}(X) > U_{c}(Q)$\} $
\end{document}