Bay Jiu Jitsu versus Brazilian Jiu-Jitsu: What's the Difference? Jiu-Jitsu is a martial fine art that emerged in Japan and was eventually created in Brazil. The art is understood for its grappling approaches and ground battle. Over opportunity, different variations of Jiu-Jitsu have emerged, including Bay Jiu-Jitsu and Brazilian Jiu-Jitsu.