I had the same issue.
So I tried installing Splunk DB Connect using splunk-db-connect_301.tgz
https://splunkbase.splunk.com/app/2686/
For steps to install see
http://docs.splunk.com/Documentation/DBX/3.0.1/DeployDBX/Singleserverdeployment#Install_database_dri...
If the above doesn't help, please open a support case so we can get additional information from you.
Have you tried the following posts?
http://answers.splunk.com/search/?q=java+bridge+server+is+not+running&Submit=Search