Michelle is right. You could create your own walker and override the default method that creates the anchor.
Or you can hack it by doing this:
jQuery(document).ready(function($) {
var current = $("#nav_menu_id").find(".current-menu-item");
$(current).html( $(current).find("a").html() );
});
Where “nav_menu_id” is the id of your menu you wish to accomplish this on.
Personally, I would invest the time in the walker.