After looking over this question. For a House rule I decided that a ship does NOT retain inertia in Jump Space. A ship leaving our universe loses its inertial reference (see Mach's principle) and loses its inertia related to our universe.
It does, while in J-space, get a new inertia frame. So, that when it is dumped back, it is moving in conjunction with the target systems frame of reference motion. EI: that of the system star.
Makes sense. We have a different rule with a similar effect - that before jumping a ship needs to try and be at as close to zero velocity as possible with the local gravity gradients - calculations for accurately distorting local space-time is hard enough without moving relative to it when doing so.
As a result, you come out of jump with null velocity having gone into it with zero velocity.