Java used for the Web is still Java, however there are technologies that go with it.
Basically when you make Java Web pages you can do it a few different ways, one was is to use a Java Servlet while another is to use a JSP (JavaServer Page). A JSP is basically a high level Servlet that allows you to mix in Java code with your html in the form of Scriplets or JSTL Tags (Special Java Tags that resemble HTML Tags).
If you are looking for more information on this subject, theres a decent overview here: http://java.sun.com/developer/technicalArticles/tools/webapps_1/
You can still do Java Applets however I generally think of JSP and Servlets when people say Java Web Development.