I suspect that somewhere between your keyboard and Dokuwiki the backslash is being interpreted as an escape character. This is quite common in *nix environments. The second backslash is not interpreted, that is the meaning of escaping a character. Examples:
\" => " (as a character, not a string delimiter)
\\ => \ (now a single backslash)
You don't say how you are editing DW. If it is via the web interface then I would suggest looking at the browser settings, but I'm offering no guarantees! You may also need just to double the backslashes: 1=escape, 2=actual character, 3=escape, 4=actual character.