Answer:
It depends on where you are.
German is like English in some ways--things have different names in different places. Like a big sandwich is called a sub in some places, a hoagie in others and a hero in still other places.
The complete name of a jelly donut is a Berliner Pfannkuchen--a Berliner pancake. Tradition holds it was invented by a Berlin-born cook in a Potsdam-based artillery unit who invented a breakfast food you could eat while firing missions. Everyone liked these so when the war ended everyone went home and told the local baker about them. In Berlin this thing was called a Pfannkuchen because the people who live in Berlin call themselves Berliners. Outside Berlin people call the same thing a Berliner.
Alles klar?