Activity-End and Exit-Activity are the methods in Pega, we can call these methods from Activity rule.
Activity-End ends the current activity and all the calling activities.
Ex: Activity A calls B, B calls C, C calls D, if D performs the Activity-End method, then all the activities (A,B,C & D) are ended.
Exit-Activity ends the current activity and returns the control to the calling activity.
Ex: Activity A calls B, B calls C, C calls D, if D performs the Exit-Activity method, then the control returns back to Activity C and continues the execution.