Jquery is a javascript library and it is a neat way of unobtrusive DOM scripting. So essentially it is a better way of writing javascript code. I think what you meant by 'convert' here is that - you already have a web application that has a lot of javascript written in the 'old way' - and now you want to use jQuery. If my assumption is right about your question, unfortunately there are no tools (atleast I am aware of) which will do that 'conversion' for you. It is more about learning the art of jQuery and then improving and refactoring your javascript code to use jQuery style of doing things.
If I can give an analogy to understand it better, you can write a program in the old fashioned way where there is just one class and hundreds of variables and functions in that - which does the job for you but is a nightmare in terms of maintenance, and you can write the same program using Object oriented methodologies. There are no tools to convert the old program to use OOPS methodologies - it is about learning OOPS and then refactoring and improving your code.
Probably I can give you a reference of some best practices of how
not to write javascript, and then when you learn more about jQuery, you yourself will find out innovative and improved ways for writing javascript using jQuery library.
Refer this link for some jQuery examples and best practices
JQuery Examples and Best practices[
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In-case you are totally new to the whole jQuery, please see SA's solution #3 for some references about it.