I wrote a small lib some time ago that bridges between CanJS and jQuery Mobile, it was not updated since then, but it's really short and it can give you an idea how to glue these two together https://github.com/retro/Tonfa.js/blob/master/tonfa.js
Also, depending on your app, you might not need the whole jQuery mobile, maybe a touch event lib / plugin for jQuery would be enough.
If you are interested in using jQuery mobile and CanJS together and you think Tonfa.JS might help you add an issue and I'll do an update for the latest versions.