It might depend on which cron is used, but I see the following in my cron log:
Nov 12 08:35:00 exile fcron: Job /usr/lib/sa/sa1 & started for user admin (pid 2993)
Nov 12 08:35:02 exile fcron: Job /usr/lib/sa/sa1 & completed
As you might have noticed, I'm using fcron, but I do believe all cron daemons log this information.
If cron sends its information to syslogd, you might want to check /etc/syslog.conf to see what is logged and where it is logged (maybe these notice messages are send to another log file).
Hope this helps.