jQM just uses plain CSS to style the buttons, therefore, you simply create your own CSS rules for the corners you want and apply them to the buttons:
.topCornersOnly {
border-top-left-radius: 10px;
border-top-right-radius: 10px;
}
.leftCornersOnly {
border-bottom-left-radius: 10px;
border-top-left-radius: 10px;
}
<a href="#" class="ui-btn topCornersOnly">Anchor</a>
<a href="#" class="ui-btn leftCornersOnly">Anchor</a>