The book "Theory of Stochastic Differential Equations with Jumps and Applications" offers a comprehensive introduction to stochastic differential equations (SDEs), which are of great importance in various disciplines such as science, mathematics, economics, and finance. It is aimed at readers who wish to learn the fundamental theory of SDEs and understand their applications. Notably, it highlights the techniques of backward SDEs, which are useful for analyzing financial problems in the market, as well as reflecting SDEs, which are suitable for investigating optimal stochastic population control problems. These methods are applicable not only in financial research but also in many other fields of natural sciences. The book is a valuable resource for students and professionals who want to engage with the theoretical and practical aspects of SDEs.