If I know which characters I do not want to keep in my string I can easily remove them with REPLACE:
SELECT REPLACE(
         REPLACE(
           REPLACE(
             'String with characters like #§$ I do not want to keep', 
             '#', ''
           ), '§', ''
         ), '$', ''
       ) AS repl_string
--- String with characters like  I do not want to keep
But, what if I want to remove every character which is not part of a positive list? With a regex I would so something like s/[^a-zA-Z0-9 :.]//g (assuming that I would like to allow only letters, numbers, a space  , a dot . or a colon :)
I am looking for a solution for Microsoft SQL Server 2016