The "jump scare" is a standard storytelling technique in horror and science fiction film and video games, in which a very rapid transition (stereotypically, a creature literally jumping up at the camera) is used to create a sharp emotional shock to the viewer.
I've been reading a fair amount of classic horror (primarily H. P. Lovecraft), and I never see jump scares used. Rather, the most common horror technique is gradual narration of unspeakable abominations over several paragraphs, pages, or chapters which slowly builds emotional tension. More things are left to implication than explicitly stated (e.g. describing a torture rack without saying who, if anyone, was tortured on it). Writing, "Suddenly, a twelve-tentacled beast resembling that of the squidlike predators of Arcturus VII hit the spaceship's cockpit window!" doesn't give the same emotional effect because it is filtered through the literacy areas of the reader's brain and broken down there rather than experienced directly through the fundamental human senses.
My question is, is there a way to write an effective "jump scare" in a short story or novel or do jump scares only work in screen-driven media? Are there specific written works that demonstrate effective use of horror-style jump scares?