I saw that Wordpress integrates a special plugin to transform Wordpress themes in mobile themes with an integration of the jQuery Mobile framework.
Is it possible to make for Drupal 7? Exist a module that can change or integrate with jQuery Mobile?
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There are currently people working on an integration of jQuery Mobile and Drupal.
Take a look at the jQuery Mobile module and the jQM Theme. They are both currently only in dev, but I don't think there is much else out there yet. If you prefer you could always do the integration yourself and use the basic Mobile theme.
The creators of this module and theme also have a video from Drupalcon Chicago that was very interesting: Drupal on the go with jQuery Mobile
The problem with jQuery Mobile integration for Drupal is that Drupal is much more complex than WordPress. A blog theme only need a frontpage with a listing of latest entries and individual pages, so it's quite easy to make a jQuery Mobile (or any mobile) theme for WP. Drupal sites have a higher complexity. Currently there is no out of the box solution to convert your Drupal sites to a jQuery Mobile site. You need to customize your blocks, build some simple Views for your mobile theme.
There is also the jQuery Mobile UI module which has been created by Jason Savio. I attended his presentation on this module at DrupalCamp Boston and totally loved it. It is currently only for Drupal 6 but surely if you reach out to him, he may be able to provide more input on it.