UML is a language with a very structured syntax and semantics.
See the UML specification at http://www.omg.org/spec/UML
To answer your question consider that in UML a Thread is an active class.
The UML Class meta-class in fact owns a boolean attribute named isActive with the semantics you need. An active class owns a classifier behavior which is the behavior that will be atuomatically executed, for each object, as soon as the class is instantiated. If the behavior is modeled by means of an activity or an interaction in which other active classes are instantiated (Create action) then this is semantically similar to a thread spawning other threads.