If desired, you can invoke a Java program from COBOL by calling the JVM shared library or DLL and then invoking the routines in that library. In the case of JRE 1.4.2_04, these files are called "jvm.dll" and "libjvm.so". You can call these files in one of two ways:
CALL "libjvm.so" CALL "JVMfunction"
In Windows, you can CALL the DLL to load it, as shown here:
Then you can call any of the routines contained in the DLL using the direct C interface. This is described in Working with C and C++ Programs.