How can I write a Java application that can update itself at runtime?

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I would like to implement a java application (server application) that can download a new version (.jar file) from a given url, and then update itself at runtime.

What is the best way to do this and is it possible?

I guess that the application can download a new .jar file and start it. But how should I do the handover, e.g. know when the new application is started and then exit. Or is there a better way to do this?

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