Hi guys is there a way to self-host a web service in Java just like WCF?
If by self-hosting you mean generating a web service endpoint for invocation, there are a number of ways to go on this, depending on your potential deployment environment.
I'd start off looking at Oracle's JAX-WS implementation, which includes RESTful capabilities. If you want to run a relatively simple stack, you could use Apache Axis2. And then JBoss has JBossWS, which can run standalone or in the JBoss Application Server. I'm pretty sure most of the major application server engines have a Web Services component as well.
Jersey using Grizzly embedded within it would seem like a good fit for your needs. It wouldn't require and outside application server and would be fairly lightweight to get setup. You can just read the Jersey getting started documents to get going with that exact path: Jersey User Guide