This is because you have wrong selector. According to your markup, .ui-icon
and .ui-icon-circle-triangle-w"
should point to the same <span>
element. So you should use:
$(".ui-icon.ui-icon-circle-triangle-w").html("<<");
or
$(".ui-datepicker-prev .ui-icon").html("<<");
or
$(".ui-datepicker-prev span").html("<<");