St. Julia (Juliana) suffered martyrdom during the Diocletian persecution. St. Juliana lived in Nicomedia and was betrothed to the Senator Eleusius. Her father Africanus was a pagan and hostile to the Christians. In the persecution of Maximianus, Juliana was beheaded after suffering frightful torturers. Soon after a noble lady, named Sephonia, came through Nicomedia and took the saint's body with her to Italy, and had it buried in Campania. Evidently it was this alleged translation that caused the martyred Juliana, honoured in Nicomedia, to be identified with St. Juliana of Cumae, although they are quite distinct persons. The veneration of St. Juliana of Cumae became very widespread, especially in the Netherlands. At the beginning of the thirteenth century her remains were transferred to Naples. The description of this translation by a contemporary writer is still extant. The feast of the saint is celebrated in the Latin Church on 16 February, in the Greek on 21 December. Her Acts describe the conflicts which she is said to have with the devil; she is represented in pictures with a winged devil whom she leads by a chain.
See: Hieronymus Bosch Crucifixion of St. Julia.
Lives of the Saints: From Mary and Francis of Assisi to John XXIII and Mother Teresa by Richard McBrien (Author). Harper San Francisco, 2001.
The Oxford Dictionary of Saints (Oxford Paperback Reference) by David Hugh Farmer. Oxford University Press, 2003.