The only valid child of either a ul or ol is an li element; an li can, however, contain a ul (or ol). To achieve your aim:
<ul>
<li>myItem 1</li>
<li>myItem 2</li>
<li style="list-style-type:none">
<ul>
<li>myItem 2a</li>
</ul>
</li>
<li>myItem 3</li>
<li>myItem 4</li>
</ul>