The conclusion was that applications written in Java run faster.
That's a big leap to come to. There are so many factors which contribute to the performance of a system that it's very hard to say one approach will always be better or even faster than another.
C++ has always been able to use threads, it just didn't have as much detail on how they could be used. I don't believe C++11 is about performance but standardising things like memory models.
IMHO Given any amount of time and expert developers, a C++ program will always be faster than a Java program. However, given a limited amount of time and developers of mixed ability you are more likely to get something working and performing well in Java. Your mileage will vary. ;)
Making my answer clearer...
Does C++11 change this?
No. I don't agree it is the situation nor does it change it.
Does applications written in C++11(since adds threads) run faster than Java ones
Yes, but not always, Just like earlier versions.