$("#addBttn").click(function() {

      // adding a LI with Nested List in Main List
      var li = '<li data-icon="false" data-theme="a"><a>NEW ITEM</a>'

                 + '<ul data-role="listview" data-inset="true" data-theme="h" data-dividertheme="a">'
                     + '<li data-icon="false" data-theme="b">'
                     + '<a>NEW ITEM 1</a></li>'
                     + '<li data-icon="false" data-theme="b">'
                     + '<a>NEW ITEM 2</a></li>'
                 + '</ul>'

               + '</li>';

    $("#newsListContent").append(li).trigger('create');
    $("#newsListContent").listview('refresh');
});

var i=1;
$('#addBttn').click(function() {

     // adding a LI with Nested List in Main List
     var li = '<li data-icon="false" data-theme="a">NEW '+i+'</li>';
     $('#newsListContent').append(li);

    var ul = '<ul data-role="listview" data-inset="true" data-theme="h" data-dividertheme="a" id="ul_'+i+'">'
                     + '<li data-icon="false" data-theme="b">'
                     + 'NEW ITEM '+i+'</li>'
                     + '<li data-icon="false" data-theme="b">'
                     + 'NEW ITEM '+i+'</li>'
                 + '</ul>';
    $('#newsListContent li:last').append(ul).trigger('create');

    $('#newsListContent').listview('refresh');

    i++;
});

<a href="#list&ui-page=newsListContent-0" class="ui-link-inherit">FOOD</a>

<div data-role="page" data-url="list&ui-page=newsListContent-0" data-theme="d" data-count-theme="c" tabindex="0" class="ui-page ui-body-d">
    <div data-role="header" data-theme="b" class="ui-header ui-bar-b"
        role="banner">
        <div class="ui-title">FOOD</div>
    </div>
    <div data-role="content" class="ui-content" role="main">
        <ul data-role="listview" data-inset="true" data-theme="d"
            data-dividertheme="a"
            class="ui-listview ui-listview-inset ui-corner-all ui-shadow">
            <li data-icon="false" data-theme="a"
                class="ui-li ui-li-static ui-body-a ui-corner-top">FOOD ITEM 1</li>
            <li data-icon="false" data-theme="a"
                class="ui-li ui-li-static ui-body-a">FOOD ITEM 2</li>
            <li data-icon="false" data-theme="a"
                class="ui-li ui-li-static ui-body-a ui-corner-bottom">FOOD
                ITEM 3</li>
        </ul>
    </div>
</div>

<a class="ui-link ui-link-inherit" href="#list&ui-page=newsListContent-0">NEW ITEM</a>

<div data-role="page" data-url="list&ui-page=newsListContent-0" data-theme="h" data-count-theme="c" tabindex="0" class="ui-page ui-body-h">
    <div data-role="header" data-theme="b" class="ui-header ui-bar-b"
        role="banner">
        <div class="ui-title">NEW ITEM</div>
    </div>
    <div data-role="content" class="ui-content" role="main">
        <ul data-role="listview" data-inset="true" data-theme="h"
            data-dividertheme="a"
            class="ui-listview ui-listview-inset ui-corner-all ui-shadow">
            <li data-icon="false" data-theme="b"
                class="ui-btn ui-btn-up-b ui-btn-icon-right ui-li ui-corner-top"><div
                    class="ui-btn-inner ui-li ui-corner-top">
                    <div class="ui-btn-text">
                        <a class="ui-link-inherit">NEW ITEM 1</a>
                    </div>
                </div></li>
            <li data-icon="false" data-theme="b"
                class="ui-btn ui-btn-up-b ui-btn-icon-right ui-li ui-corner-bottom"><div
                    class="ui-btn-inner ui-li">
                    <div class="ui-btn-text">
                        <a class="ui-link-inherit">NEW ITEM 2</a>
                    </div>
                </div></li>
        </ul>
    </div>
</div>