% java11 -Xlog:gc*:file=c:\\max.txt -version
[0.002s][error][logging] Invalid decorator \'\\max.txt\'.
Invalid -Xlog option \'-Xlog:gc*:file=c:\\max.txt\', see error
One of the ways suggested for solving that on the mailing list is using shell escapes like:
java -Xlog:gc*:file=\"C:\max.txt\" -version
Note that according to Dave Holmes' posting, only double quotes are supported. Depending on the shell, the escaping is necessary so that the Java command sees the quotes.