JavaScript is a text-based programming language used both on the client-side and server-side that allows you to make web pages interactive. Where HTML and CSS are languages that give structure and style to web pages.
jQuery is a JavaScript library designed to simplify HTML DOM tree traversal and manipulation, as well as event handling, CSS animation, and Ajax. It is free, open-source software using the permissive MIT License.
Ajax also short for "Asynchronous JavaScript and XML", is a set of web development techniques that uses various web technologies on the client-side to create asynchronous web applications.