  In this paper, we consider a class of multi-dimensional stochastic delay
differential equations with jump reflection. Based on existence and uniqueness
of the strong solution to the equation, we prove that the Markov semigroup
generated by the segment process corresponding to the solution admits a unique
invariant measure on the Skorohod space when the coefficients of equation
satisfy a class of monotone conditions. Finally, we establish a relationship
between the regulator and the local time of the solution and discuss a local
time property at large time under the stationary setting.
