comment sub text setting where…?

Jetpack doesn’t include any interface to change that setting, but you can use a filter to customize the text below the comment form: try adding the following code in your theme’s functions.php file, or in a functionality plugin:

function jeherve_sub_comment_text() {
        return 'custom text';
}
add_filter( 'jetpack_subscribe_comment_label', 'jeherve_sub_comment_text' );

Here is what it will change:
https://i.wpne.ws/aRBM

I see, thanks! Is there a filter for the notify me by email text as well…?

Cheers,
Thomas

Is there a filter for the notify me by email text as well…?

Yes, you can change the blog subscription text with the jetpack_subscribe_blog_label label.

Great, thanks!

Cheers,
Thomas