You might want to have a look at joda time, which is a little easier to use than the java native date tools, and provides many common date patterns pre-built.
In response to comments, more detail:
To do this using Joda time, you need two DateTimeFormatters - one for your input format to parse your input and one for your output format to print your output. Your input format is an ISO standard format, so Joda time's ISODateTimeFormat class has a static method with a parser for it already: dateHourMinuteSecondMillis. Your output format isn't one they have a pre-built formatter for, so you'll have to make one yourself using DateTimeFormat. I think DateTimeFormat.forPattern("mm/dd/yyyy kk:mm:ss.SSS");
should do the trick. Once you have your two formatters, call the parseDateTime()
method on the input format and the print
method on the output format to get your result, as a string.
Putting it together should look something like this (warning, untested):
DateTimeFormatter input = ISODateTimeFormat.dateHourMinuteSecondMillis();
DateTimeFormatter output = DateTimeFormat.forPattern("mm/dd/yyyy kk:mm:ss.SSS");
String outputFormat = output.print( input.parseDate(inputFormat) );