"grep jpg"? No login for you on my systems. :) One of these will actually find most if not all of the files with a JPEG extension without matching files like "not_a_jpg.gif". Whenever you have a fairly simple match, you'll come out ahead using the find built-ins rather than piping to grep.
find . -name '*.jpg' -o -name '*.jpeg' -o -name '*.JPG' -o -name '*.JPEG'
find ./ -name '*.[Jj][Pp][Gg]' -o -name '*.[Jj][Pp][Ee][Gg]'
And if you must use grep, do it right!
find . | grep -i '[.]jpe\?g$'
find . | egrep -i '[.]jpe?g$'
--
$you = new YOU;
honk() if $you->love(perl)
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