Add wrapper to sub-menu wp_nav_menu

Hello,

Is it possible to somehow add a wrapper on the ‘.sub-menu’ that’s outputted with wp_nav_menu? I have to do this with jQuery, but that causes a nasty flickering effect.

Example:

<ul>
<li><a href="#">About</a>
<!-- This is where the wrapper should start -->
<ul class="sub-menu">
<li><a href="#">Item 1</a></li>
</ul>
<!-- This is where the wrapper should end -->
</li>
</ul>

Hoping for help!