Well, please do not change a element href to point to a hashed URL, as other responders say - this will disrupt the user. If they want to open in a new window, then you will need to double the load, if you make a change on the server side, this will break the search engines and js-disabled users.
The problem is that if you use hashes to update your website in the RIA (rich internet application), the links will point to mysite.com/page , but you really get access to mysite.com/#/page so that you did not actually attend the original.
The right solution here is to use the HTML5 History API, which allows you to directly change the URL and connect to URL changes (therefore, hashes are no longer necessary). You can learn more about the pros and cons of hashes against hash bands and the HTML5 history API here: https://github.com/browserstate/history.js/wiki/Intelligent-State-Handling - it also contains sample code for updating your site using the HTML5 history API.
jQuery Mobile is planned to be used in the HTML5 history API in the future (it currently works), but at the moment I suggest that this be realized.
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