So what is the difference between the two? Well here is the scope.
Gumbo is a soup or stew like dish that is based on a Roux (Flour and Fat) that is used to thicken it. It is serverd Over Rice
Jumbalay is a Rice based dish that you add other ingredients to.
Other than that you use mostly the same ingredients in both dishes. I guess it just depends on how much rice you have if you make a Gumbo or a Jambalaya.