daemonize is a very simple program that allows you to launch Jenkins (or any arbitrary program) as a daemon. For people without much Unix experience, this is recommended.
daemontools is another possibility. This is more complicated to set up and it doesn't really follow the normal Unix convention, but it offers daemon control (like start/stop), log capturing, as well as automatic restart when the service dies.
Adjust the above for your need – it is the part of my init scripts.
This example will install a Jenkins instance in /home/jenkins on a debian machine. The Jenkins configuration is stored in /home/jenkins/data. Jenkins will be running on port 8070 and as the jenkins user.
This is another way to start Jenkins as Linux service, also on system startup. I tested it on Fedora distribution, but it should work with other too. It needs some minimal experience with Linux superuser (sudo) and preferably basic Vi commands.
For further systemd configuration like auto restart, please refer to http://www.freedesktop.org/software/systemd/man/systemd.service.html
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