How to find if LI has children UL

This is what you looking for

$('li:has(> ul)');

Js Fiddle Demo

use the :has selector

like

$('#DeltaPlaceHolderLeftNavBar div > div > ul > li > a').click(function () {
    if ($(this).closest('li').has('ul').length) {
        alert("yes");
    } else {
        alert("no");
    }
});

In your specific code, it looks like you need to use this to refer to the element that was clicked on and then find the parent <li> from there so you are operating on only the <li> that had the click in it:

$('#DeltaPlaceHolderLeftNavBar div > div > ul > li > a').click(function() {
   if($(this).closest("li").children("ul").length) {
       // the clicked on <li> has a <ul> as a direct child
   }
});

---

In jQuery, you can use either .find("ul") or .children("ul") depending upon whether you're looking for only immediate descendants or any descendant.

For example, if you want to find out if a particular <li> tag that you already have a reference to has a <ul> as a direct child, then you can do this:

if ($(el).children("ul").length) {
    // el has a ul as an immediate descendant
}

Or, if the ul can be any descendant, then you can use this:

if ($(el).find("ul").length) {
    // el has a ul as a descendant at any level
}

---

If you want to just find all the <li> tags with <ul> below them, then you have these two options:

You can get a list of all <li> tags with a <ul> anywhere inside of it like this:

var tags = $("li").filter(function() {
    return $(this).find("ul").length !== 0;
});

If you only want immediate descendants, you can use this:

var tags = $("li").filter(function() {
    return $(this).children("ul").length !== 0;
});

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You can then operate on those particular <li> tags by just calling a method on the jQuery object without using the if:

var tags = $("li > ul").addClass("hasSubMenu");