You start a Java FX Application with Application.launch. I don't think you can launch more than one Application per JVM, but I haven't tried (why would you want?). Of course you can have several Stages per application though.
Edit: In fact the Javadoc says: " It must not be called more than once or an exception will be thrown. "
http://docs.oracle.com/javafx/2/api/javafx/application/Application.html#launch(java.lang.String...)