Jump-and-Walk picks a small group of sample points and starts the walk from the sample point which is the closest to Q until the simplex containing Q is found. The algorithm was a folklore in practice for some time, and the formal presentation of the algorithm and the analysis of its performance on 2D random Delaunay triangulation was done by Devroye, Mucke and Zhu in mid-1990s (the paper appeared in Algorithmica, 1998). The analysis on 3D random Delaunay triangulation was done by Mucke, Saias and Zhu (ACM Symposium of Computational Geometry, 1996). In both cases, a boundary condition was assumed, namely, Q must be slightly away from the boundary of the convex domain where the vertices of the random Delaunay triangulation are drawn. In 2004, Devroye, Lemaire and Moreau showed that in 2D the boundary condition can be withdrawn (the paper appeared in Computational Geometry: Theory and Applications, 2004).
Jump-and-Walk has been used in many famous software packages, e.g., QHULL, Triangle and CGAL.