if( ! function_exists( 'themename_sanitize_my_input' ) ){
    /**
     * a tag, href and title attr only.
     * @param string $text
     * @return string
     */
    function themename_sanitize_my_input( $text = null ) {
        if( empty( $text ) ){
            return;
        }

        $text   =   wp_kses( $text , array(
            'a' => array(
                'href' => array(),
                'title' => array()
            )
        ));
        return $text;
    }
}

// WP customizer.
$wp_customize->add_setting( 'my-setting-id' , array(
    'default'           => '',
    'capability'        => 'edit_theme_options',
    'sanitize_callback' => 'themename_sanitize_my_input'
));