I personally consider regex strings data and not code, so I don't like them in my code--but I realize that's impractical and unpopular (Yes, I realize it, you don't have to yell at me).
Given that there is no native way to do this, I can come up with two possibilities (well, three but the third is, umm, unnatural).
So my personal preference would be to just parse a file into strings. You could name each entry in the file and load them all into a hash table for easy access from your code.
Second choice, create a file that will be pre-processed into a java interface; it could escape the regex as it does so. Personally I hate code generation, but if the java file is 100% never human edited, it's not too bad (the real evil is generated files that you are expected to edit!)
Third (tricky and probably a bad idea): You might be able to create a custom doclet that will extract strings from your comments into a text file or a header file at compile time, then use one of the other two methods above. This keeps your strings in the same file in which they are being used. This could be really hard to do correctly, and the penalties of failure are extreme, so I wouldn't even consider it unless I had an overwhelming need and some pretty impressive talent.
I only suggest this because comments are free-form and things within a "pre" tag are pretty safe from formatters and other system uglies. The doclet could extract this before printing the javadocs, and could even add some of the generated javadocs indicating your use of regex strings.
Before downvoting and telling me this is a stupid idea--I KNOW, I just thought I'd suggest it because it's interesting, but my preference as I stated above is a simple text file...