Having worked for a company that licensed and shipped a variant of the JVM from Sun -- I can confirm that the JVM is mostly written in C++, with some written in C, and with some really really small parts in assembly.
There are different implementations of the JVM: ofcourse Sun's JVM which probably most people use, but IBM and HP have their own implementations for their own hardware and software platforms, and there's for example also JRockit, a JVM originally written by BEA (which was bought by Oracle some time ago) optimized for Intel x86 hardware.
Maybe Sun's JVM was largely written in C or C++ with some assembler, but what the others have been written in is not publicly known.
Most of Sun's JVM is open source (see OpenJDK) so you can see the source code if you want to (you don't need any special license or permission to get the source code).
rajesh sherla wrote:I clearly understand that JVM implementation is confidential.
No it isn't, as I wrote. Sun's JVM implementation is almost completely open source, you can download the source code here: OpenJDK. That includes the source code of Sun's Java compiler, which is written in Java.
The Java compiler must follow the rules that are in the Java Language Specification.