I guess you can't - or it at least depends on the jvm you use. Stack overflow means, that you have no room to store local variables and return adresses. If your jvm does some form of compiling, you have the stackoverflow in the jvm as well and that means, you can't handle it or catch it. The jvm has to terminate.
There could be a way to create a jvm that allows for such behavior, but it would be slow.
I have not tested the behavior with the jvm, but in .net you just can't handle the stackoverflow. Even try catch won't help. Since java and .net rely on the same concept (virtual machines with jit) I suspect java would behave the same. The presence of a stackoverflow-exception in .NET suggests, there might be some vm that does enable the program to catch it, the normal does not though.
