Replace audio links with jplayer using the_content filter

You well need to add a filter to the_content and alter the markup. This should replace the markup for <a> tags having URLs ending in .mp3, which you mentioned specifically in a comment.

function replace_audio_link_cb_105555($match) {
  if (!empty($match[1]) && '.mp3' == substr($match[1],-4)) {
    $your_long_block_of_markup = '<div id="jquery_jplayer_#uniqueid" class="jp-jplayer"></div>
    <div id="jp_container_#uniqueid" class="jp-audio">... and so on ...</div>';
    $your_javascript="<script type="text/javascript">
      jQuery(document).ready(function(){
        jQuery("#jquery_jplayer_#uniqueid").jPlayer({
          ready: function () {
            jQuery(this).jPlayer("setMedia", {
              m4a: "#the_url_from_the_anchor_tag",
            }) //.jPlayer("play");
          },
          swfPath: "js/jplayer",
          supplied: "m4a, mp3, oga",
          wmode:"window",
          cssSelectorAncestor: "".$match[1].'"
        });
        });
      </script>';
    $match[0] = $your_long_block_of_markup.$your_javascript;
  }
  return $match[0];
}

function replace_audio_link_105555($content) {
  $pattern = '|<a.*?href="https://wordpress.stackexchange.com/questions/105555/(.*)".*>?.*?(?:</a>)?|';
  $content = preg_replace_callback($pattern,'replace_audio_link_cb_105555',$content);
  return $content;
}
add_filter('the_content','replace_audio_link_105555'); 

If it were me, I’d work out a way to make that javascript a bit more flexible so that I could register and enqueue it, rather than print it independently for each audio file.