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Servlets came first. They are just java classes that inherit from some useful base classes can can easily read parameters from a GET/POST command and can write a response to the user/client's browser.
JSP is a way to have something look mostly like HTML interact with servlets.
Anything you can do with JSP pages, you can do by hand with servlets. But JSP makes it easier, and you can use WYSIWYG tools like Dreamweaver to make a jsp page.
And you don't need J2EE all all its evil overhead to use jsp pages and servlets.
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