This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
The last time I needed to draw an inner class into a class diagram (which was a long time ago), I ended up using the same class notation for both inner and regular classes. If the inner class is non-static, you can associate it to the outer class using a composition. Otherwise, I would just rely on the name ("MyOuter.MyInner") to communicate my intention. However, I would be interested to know what others think about this as I really didn't do much research on existing practices at the time.