What do you mean by "java service"?
When you run run.sh, it starts Jboss AS within a JVM. Thus you will see the "java" process if you do a ps. When you run shutdown.sh, as long as there were no errors and as long as you see in the Jboss AS console and server logs that Jboss AS is shutting down, then the "java" process that was running JBoss AS will go away. (Note that all Java applications show up as a "java" process when you run ps, so even after stopping JBoss AS there could be other Java application running and thus you will still see a "java" process.)