If you say any direct process then there is no standard process is available, but there is a work around by which i think you can achieve this functionality
create on Batch class and schedule it after you schedule job is .
In that batch class run the below query:
SELECT Id,JobType,Name FROM CronJobDetail where Name='you scheduled
then with the help of Job Id query on CronTrigger
SELECT CreatedById, CreatedDate,
CronExpression, CronJobDetailId, EndTime, Id, NextFireTime,
FROM CronTrigger where CronJobDetailId :='your job Id from above query'
Now put the logic after that if the job is already deleted you can check this from the query and send email based on the logic.