Hi Guru,
please take a look at the documentation which contains a lot of information about Java Persistence (http://help.sap.com/saphelp_nw04/helpdata/en/21/82a9058fa8de46b1ba7522289345b2/frameset.htm > Developing Business Logic > Java Persistence).
To give you a first hint: SQLJ belongs to the area of relational persistence and you have to write SQL statements into your code whereas JDO is object-relational and offers more transparency for the developer.
BR
Daniel
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