If you only want then occasionally, perhaps you can just roll-your-own by using a little bit of negative space, like this
Maths in double brackets $[\![ e=mc^2 ]\!]$ or double parentheses $(\!( a^2 )\!)$.

Note that they will not scale nicely with \left and \right because of the fixed negative space.
If you'll be using them a lot, try using a package like stmaryrd that defines commands for these symbols, as recommended in the comments.
\documentclass{article}
\usepackage{stmaryrd}
\begin{document}
\begin{equation}
\llbracket 1 \rrbracket \quad
\llparenthesis 2 \rrparenthesis \quad
\llceil 3 \rrceil \quad
\llfloor 4 \rrfloor \quad
\end{equation}
\end{document}

Note especially the fancier display for double parentheses.
As a side note, DetTeXifyDeTeXify is getting better and better at recognizing these symbols, so you can check there for more package-based options.