Salesforce connection with SSL

I have an app that get sessionId in salesforce using salesforce connector with oauth2 JWT Bearer. The app is invoke via HTTP connector, this works fine until I changed it to HTTPS. Now I'm having this error:

Exception stack is:

1. unable to find valid certification path to requested target (sun.security.provider.certpath.SunCertPathBuilderException)

sun.security.provider.certpath.SunCertPathBuilder:145 (null)

2. PKIX path building failed: sun.security.provider.certpath.SunCertPathBuilderException: unable to find valid certification path to requested target (sun.security.validator.ValidatorException)

sun.security.validator.PKIXValidator:387 (null)

3. sun.security.validator.ValidatorException: PKIX path building failed: sun.security.provider.certpath.SunCertPathBuilderException: unable to find valid certification path to requested target (javax.net.ssl.SSLHandshakeException)

sun.security.ssl.Alerts:192 (http://java.sun.com/j2ee/sdk_1.3/techdocs/api/javax/net/ssl/SSLHandshakeException.html)

4. Failed establishing connection with salesforce (org.mule.api.ConnectionException)

org.mule.modules.salesforce.config.AbstractOAuthTokenBearerConfig:133 (http://www.mulesoft.org/docs/site/current3/apidocs/org/mule/api/ConnectionException.html)

5. Failed to invoke getSessionId. Message payload is of type: String (org.mule.api.MessagingException)

org.mule.devkit.processor.DevkitBasedMessageProcessor:128 (http://www.mulesoft.org/docs/site/current3/apidocs/org/mule/api/MessagingException.html)

What I have and tried is:

1. keystore and certificate that I used in OAuth2 JWT Bearer connection. (created in salesforce)

2. self signed keystore that I used to make my https endpoint.

3. CA Signed by go daddy 2 cert of our dev environment (but right now Im testing in my local machine using localhost)

All of them are failed, I'm not sure what to use to make the SSL success in salesforce.

Thanks