You should write with a space after the option e before the directory name
sudo mkdir -p /usr/lib/jvm/
Some words about the options and the use of the space.
In general the use of the space after the option depends from the command and the option that you intend to use. Each time you have to read the synopsis of the command. In this case you can use
mkdir [OPTION]... DIRECTORY...
set file mode (as in chmod), not a=rwx - umask
no error if existing, make parent directories as needed
If the option is written with a space you have to use the space between option and option_argument. If it is not present you have not to use it. You can see the standard links below for the complete list of rules and exceptions.
Moreover in the same command you can have two or more different way to call the same action.
So for another option with the same command you can do
mkdir A -m a+x
mkdir A --mode=a+x
Those command are equivalent and produce the same effect, but in the first case you need the space and the second not.
- the option
--parents do not requires argument and have to be separated however from the Name(s) of the directory that you want to create.
If interested you may read more from those standards IEEE Std 1003.1-2001 12.1.2 and GNU Getopt.