Both running and jogging are forms of aerobic exercise.The difference between running and jogging is intensity. Running is faster, burns more calories and demands more effort from the heart, lungs and muscles than jogging. Running requires a higher level of overall fitness than jogging. It is hard to say wither you jog or run because it all depends on your fitness level and effort you put to accomplish the activity. The jog for you may be equal to the run for someone who is not of your fitness level. But both jogging as well as running uses large muscle groups of your lower limb and will definitely benefit your thighs.