UML does not provide something specific to model exceptions. Look at http://www.uml-diagrams.org/sequence-diagrams-questions-answers.html
However there are ways to model it in a sequence diagram. You can read more about sequence diagrams at http://www.ibm.com/developerworks/rational/library/3101.html
I prefer to ignore exceptions from sequence diagrams. In your case, I would include all validations in one method that only makes that. So the sequence diagram of this method would show the validation steps only.