From the beginning, .jpeg is and was always the standard extension (from the Joint Photographic Experts Group).
.jpg is a relic from the early DOS/Windows days when the file system could only handle 3-letter filename extensions.
Some programs use or have used .jpe instead, although that is less common.
Most modern .jpeg files use an implementation of the JFIF internal structure (there are some early rare alternatives that were also valid for the JPEG standard) so you will also sometimes see a rare file extension of .jfif, .jfi, or .jif
You can rename those dinosaur footprints on the command line as ren *.jpg *.jpeg to change them all to .jpeg
Alternatively, searching the web for something like extension changer should find you a handful of utilities to do it for you.