JQuery Mobile offers two choices for sticky footer navbars. "Inline" which will just put in the page where ever its declared and "Fixed" which will kind of make it sticky if you don't scroll. Once you scroll it disappears. I have found this behavior to be very flaky.
Apparently the Khan academy has figured it out but for some reason I can't actually visit their mobile site with openapp mkt: http://www.jqmgallery.com/2011/03/07/khan-academy/
I know others have asked this but jQuery Mobile is now different: jQuery Mobile: Stick footer to bottom of page
Later I might just try messing with layout CSS (which I have tried to avoid so as not to break jquery mobile) http://ryanfait.com/sticky-footer/