You have to create a pagination.php
file inside your template's html
folder to override the default output. You can find an example of this file in joomla3's protostar template inside templates/protostar/html/pagination.php
where you can modify the line 180 that reads:
return "<li><a title=\"" . $item->text . "\" href=\"" . $item->link . "\" class=\"pagenav\">" . $display . "</a></li>";
and modifying it something like so: $item->link . "#content\"
More info on Pagination Links Overrides