I had this problem with Tinkerbell doing this to Chloe when she was much younger and actually posted here for help and don't remember the responses I got. But what I did was, I'd make Tinkerbell get down and then I'd pick up Chloe and love on her a minute and then I'd pick them both up together and love on them. If she continued to do it, I'd put her back down and totally ignore her and not let her back up on my lap for quite a while. Back then Tink would also do this if my
son came in the room and got near me
So I'd make her get off my lap and I would ignore her completely for a long time. I think this worked because Tink is an attention hog and it really bothered her when I ignored her. I don't think you can make them stop being jealous but you can make them feel like it simply isn't allowed or they get negative consquences (being ignored)
Oh and I just remembered Tink used to be real bad with our golden retriever, she got him to the point where he would walk in the room and she would growl and he would turn around and leave!