Te faltan cosas
Código PHP:
<!DOCTYPE html>
<html>
<head>
<title>My Page</title>
<meta name="viewport" content="width=device-width, initial-scale=1">
<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">
<div data-role="header">
<h1>My Title</h1>
</div><!-- /header -->
<div data-role="content">
<p>Hello world</p>
</div><!-- /content -->
</div><!-- /page -->
</body>
</html>
Fijate que hay 2 archivos javascript
