Put the following code in your Userview's settings (i.e. Custom Javascript) and change the path to your favicon.ico accordingly.
Code
// Set the Favicon as the page is loading
$("#favicon").attr("href","/jw/plugin/our.theme.Theme/images/favicon.ico");
$(document).ready(function() {
// Set the Favicon after page load, in case the above doesn't set it properly
$("head").append('<link rel="shortcut icon" href="/jw/plugin/our.theme.Theme/images/favicon.ico"/>');
// This might be required as well in some browsers
$('link[rel="shortcut icon"]').attr('href','/jw/plugin/our.theme.Theme/images/favicon.ico');
}
Credit: Solnet Solutions