Not that I am aware of. However the discussion of device health in the developer docs comments on the current absence of notifications which could be a positive sign for the future.
I have noticed in STHM that I get a notification for offline contact sensors within it. So if you are in a region where it is available, you can look there.
Not within the app per-se, but if you use webCore, you can run a piston once a day, for example, that checks the health status of your sensors and reports any offline. Since webCore is reportedly going to deprecate at some point, you could also more or less do the same thing with the SharpTools rule engine, although not nearly as gracefully.