Any company worth working for will have a strong anti-bullying policy.
Go to your supervisor. If your supervisor is part of the bullying problem (which sounds like the case here) go to your manager's manager. If that's not an option or doesn't get the results you want, go higher up the management chain or go to HR. Or to the person responsible for anti-bullying in your company.
If the inappropriate jokes are sexual in nature, that needs to be reported strongly. Sexual harassment is a particularly big no no.
In the meantime, ensure your timekeeping, attendance, general attitude are squeaky clean.