Does jihad mean "holy war"?

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No, it does not. Jihad is an arabic word which means to exert one's self or to struggle or strive against one's worst inclinations and to cultivate and bring forth the best.

This,inner jihad, according to Islamic tradition, is the greater jihad. The lesser one being fighting against outside forces or enemies on a battle field. Yet, the term ''jihad'' has never been synonymous with war in Islam or battle[harb]

In fact the term ''Holy War'' was first introduced to the world
by Cristian Crusaders during the middle ages, who's aggressive forays into Muslim held lands was sanctioned and sanctified by the Pope as a ''Holy War'' and a duty incumbent upon all pious Christians.