Edit in JSFiddle

<!DOCTYPE html> 
<html> 
<head> 
    <title>Page 1 Title</title>
    <meta name="viewport" content="width=device-width, initial-scale=1, user-scalable=no">
    <link rel="stylesheet" href="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.css" />
    <script src="http://code.jquery.com/jquery-1.8.2.min.js"></script>
    <script src="http://code.jquery.com/mobile/1.2.0/jquery.mobile-1.2.0.min.js"></script>
</head> 
<body> 

<div data-role="page" id="page1">
    <div data-role="header">
        <h1>First Page Title</h1>
    </div><!-- /header -->

    <div data-role="content">    
        <p>Content for the first page can come here.</p>
        <p>Click <a href="#page2">here</a> to view the second page.</p>
    </div><!-- /content -->

    <div data-role="footer">
        <h4>First Page Footer</h4>
    </div><!-- /footer -->
</div><!-- /page -->

<div data-role="page" id="page2">
    <div data-role="header">
        <h1>Second Page Title</h1>
    </div><!-- /header -->

    <div data-role="content">    
        <p>Content for the second page will come here.</p>
        <p>Click <a href="#page1">here</a> to go back to the first page.</p>
        <p>Click <a href="#page3">page 3</a> to navigate to the third page. The third page has id="page3"</p>
        <p>The first page has id="page1"</p>
    </div><!-- /content -->

    <div data-role="footer">
        <h4>Second Page Footer</h4>
    </div><!-- /footer -->
</div><!-- /page -->

<div data-role="page" id="page3">
    <div data-role="header">
        <h1>Third Page</h1>
    </div><!-- /header -->

    <div data-role="content">    
        <p>You are now on the third page.</p>
        <p>Click <a href="#page2">here</a> to view the second page.</p>
        <p>Click <a href="#page1">page 1</a> to go back to our parent page with id="page1"</p>
    </div><!-- /content -->

    <div data-role="footer">
        <h4>Third Page Footer</h4>
    </div><!-- /footer -->
</div><!-- /page -->

</body>
</html>