DOC: Add regex example in str.split docstring

Author: vandenn

pandas/core/strings.py

@@ -2370,6 +2370,16 @@ def cat(self, others=None, sep=None, na_rep=None, join=None):
     0          this is a regular sentence        None
     1  https://docs.python.org/3/tutorial  index.html
     2                                 NaN         NaN
+
+    Remember to escape special characters when explicitly using regular
+    expressions.
+
+    >>> s = pd.Series(["1+1=2", np.nan])
+
+    >>> s.str.split("\\+|=", expand=True)
+         0    1    2
+    0    1    1    2
+    1  NaN  NaN  NaN
     """)
 
     @Appender(_shared_docs['str_split'] % {