You cannot use ? quantifier in MySQL regex as the syntax is POSIX-based. Still, you can use * to match 0 or more characters. Also, \b in MySQL regex should be replaced with [[:<:]] (since this matches at the beginning of a word).
Thus, I suggest using 
[[:<:]](([a-zA-Z0-9-]+:\/\/*|www[.])[^ ()<>]+(\([a-zA-Z0-9_]+\)|([^ [:punct:]]|\/)))
I am expanding \w to [a-zA-Z0-9_] as it is exactly what \w is. Instead of \s, I am using a literal space. Instead of \d, I am using [0-9]. This is done for readability and better compatibility. If \w, \d and \s work for you, you can use them, but I do not see them among the supported entities in POSIX specs.
Also, instead of literal space, you could use [:space:], it matches space, tab, newline, and carriage return. Instead of [a-zA-Z] you can use [:alpha:], and instead of [0-9], you can use [:digit:]. Please also check this:
[[:<:]](([[:alpha:][:digit:]-]+:\/\/*|www[.])[^[:space:]()<>]+(\([[:alpha:][:digit:]_]+\)|([^[:space:][:punct:]]|\/)))