Need to click Each li Element without affecting parent

I have HTML Structure like

<ul>
<li><a></a>
<ul>
    <li><a></a>
        <ul>
            <li><a></a>
              <ul>
               <li><a></a></li>
              </ul>
            </li>
        </ul>
    </li>
</ul>

I want to add 'active' class for relevant 'a' Element when corresponding li clicked.