Please, read
https://forum.processing.org/topic/where-to-place-threads-and-other-forum-practices
You posted in the right forum, but your subject line is non informative.
I was first puzzled by your question, since Processing is basically a Java dialect.
Then I remembered v. 2.0 embraces closely JavaScript...
Now, what do you expect from jQuery? A workaround for what feature do you need exactly?
Processing.js acts on a canvas, while jQuery (AFAIK) is mostly to manipulate HTML, so they don't work at the same level, on the same objects.
I see no reason for incompatibility, but then again, I don't see the point of the question.