there is no differend command
but you cannot start from a terminal that has no x11. this has nothing to do with java!
when you connect to your rpi via putty from a windows client, that terminal has no X11 available to show any kind of gui.
you need either to login to your rpi desktop via a remote desktop tool (eg vnc) or put JDownloader into autostart of your rpi desktop
this is no java/JDownloader problem. You just try to do something that is not possible
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JD-Dev & Server-Admin
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