WebLogic Server provides a mechanism for grouping multiple container-managed transaction MDB onMessage() calls together under a single             transaction. This mechanism can help increase the performance of an EJB application by implicitly grouping all of the work from different onMessage calls into a single request. See more here:

   http://docs.oracle.com/cd/E17904_01/web.1111/e15493/batching.htm

  Exist such functionality and in Jboss?

  No matter what version support this.