BAUD RATE 115200
AT
AT+UART_DEF=9600,8,1,0,0 //(CHANGE TO 9600)
AT+CWMODE=2 //AP MODE
AT+CWSAP? //CEK SSID
AT+CWSAP=”AsepRemote”,””,1,0 //Set SSID
AT+CWDHCP=0,1 //set dhcp
AT+CIPAPMAC=”2c:aa:35:97:d4:7b” //set mac AP
AT+CIPAP? //cek ip
AT+CIPAP=”192.168.4.1″
AT+CIPMUX=1 //Enable multiple connections
AT+CIFSR //cek local ip
AT+CIPSERVER=1,80 //start server
Connection request is here, take a look at id (e.g: +IPD, 0) –> 0 will be the connection id
AT+CIPSEND=0,40 //0 is the id and 40 is char length
<html><head></head><body>Hello from ESP8266 </body></html>
AT+CIPCLOSE=0 //0 is the ID
Arduino Code Example:
Another arduino Code Example:
sources:  
http://allaboutee.com/2015/01/20/esp8266-android-application-for-arduino-pin-control/  
https://github.com/espressif/ESP8266_AT/wiki