How do I use a jQuery version different from the default one used by core? I need to use a different jQuery version. Currently, Drupal is using jQuery 3.2.1, but I need a previous version.

In Drupal 7 you could easily change jQuery version with the jQuery Update module. How can I achieve the same with Drupal 8?
Add your custom jQuery library in your mytheme.libraries.yml:

jquery-custom:
  remote: https://github.com/jquery/jquery
  version: "2.2.4"
  license:
    name: MIT
    url: https://github.com/jquery/jquery/blob/2.2.4/LICENSE.txt
    gpl-compatible: true
  js:
    js/jquery-2.2.4.min.js: { minified: true, weight: -20 }


Then override the core jQuery library in your mytheme.info.yml:

libraries-override:
  # Replace an entire library.
  core/jquery: mytheme/jquery-custom