short answer - not a lot - jsp  compiles to a servlet.
longer answer - you would tend to use jsp when you have some (html or
other) display component
but not necessarily so, you can do anything with jsp that you can do
with a servlet and more.
jsp's do tend to be easier to find on a server
(the url doesn't have to have /servlet/ in it or be specifically mapped
to somewebapp url space)
a jsp usually lives with the html content of your webapp........