How to set the default locale for JVM running on Windows?

I need to set the default Locale for my JVM to specific language and country.
Is it possible to set language and country on JVM level?

It was discussed in a question here, but neither changing the system-wide language nor command line arguments nor Java application modification are optimal solutions for me.

The best would be to be able to set that on particular JVM/JRE environment.

What are details behind:

… the JVM determines the default locale from the host environment. The host environment’s locale is determined by the host operating system and the user preferences established on that system.

? What that means for JVM running on Windows?