A fence around your property is meant to keep some things out and others in. When children jump your fence to gain entrance to your yard, or to walk through your yard, it can be frustrating.
Speak to the parents of the children. Jumping over the fence is a form of trespassing and the parents should know you are not comfortable with the children jumping the fence. Also, in some cases, if the child is hurt while on your property, there may be a question about liability.
If children are finding it easy to jump your fence and your fence is high, they may be using objects around the fence to boost them up. Make sure the area is free of any objects that can help them get that boost, such as chairs or a low tree.
Adding a decorative border to the top of your fence can deter climbers. This can include sharp posts or wrought iron additions to the top of your fence. You can also create a border around the fence itself of prickly plants and bushes so that the kids cannot get to your fence.