Ignored unless preceded by another backslash (the escape character). Must use single or double quotation marks around the token containing the two backslashes.
create application 'finance\\budget';
Result: Application finance\budget is created.
Example (Windows):
export database sample.basic using report_file 'EssbaseServer\\App\\Sample\\Basic\\asym.rep' to data_file 'c:\\home\\month2.rpt';
Result: The Windows file paths are interpreted correctly as EssbaseServer\App\Sample\Basic\asym.rep and c:\home\month2.rpt.