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For example, the word "jihad." Translated, the word means "struggle" or "strive" and I am sure there are others. The word "jihad," is just taking the pronunciation of the word in the native tongue, and spelling it phonetically in English. Is there a specific word for that?

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    The word is a loanword. The process of writing it according to English orthographic conventions is transliteration, and its normalization to English forms is anglicisation / anglicization . – choster Mar 12 '15 at 20:30
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That practice is called transcription:

1.2 A form in which a speech sound or a foreign character is represented:

ODO

Transliteration is not necessarily a phonetic operation:

Transliterate:

Write or print (a letter or word) using the closest corresponding letters of a different alphabet or language:

ODO

Because Arabic has a dissimilar alphabet system, جهاد‎ ǧihād [dʒiˈhæːd] comes across as a phonetic transliteration, which is technically transcription.

There are specific principles of transcription applied to each language separatey.

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    背広. in roman letters sebiro is the Japanese word meaning a business suit. Many people assume it is a Japanese word, especially as it has its own kanji character. In fact it is the Japanese pronunciation of Saville Row, the London street which for at least 150 years has been the epitome of high-class tailoring. There is a similar Japanese word waishatsu meaning shirt, which is simply a Japanese pronunciation of white shirt. These were items of clothing unknown to the Japanese before the Meiji Restoration. They are simply phonetic interpretations. – WS2 Mar 12 '15 at 20:35
  • So English borrows from itself via Japanese! – ScotM Mar 12 '15 at 20:37
  • Not sure I understand what you mean. My examples were of Japanese borrowing from English. I think there are examples of Russian doing the same thing. Someone told me the Russian for a railway station was a Vauxhall. But I remain to be convinced about that one. – WS2 Mar 12 '15 at 20:39
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    @WS2: A Russian railway station is a vokzal. But that's the etymology. – Peter Shor Mar 12 '15 at 20:46
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    @ScotM Thank you. That is exactly what I was looking for. I never expected such immediate responses. I can't believe I have gone this long without stack exchange. – Jimmy G. Mar 13 '15 at 10:02

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