Yes, I've had that happen. It's the way you hold your arms as you swing back and forth. It can keep blood pumped up into your hands. I keep it off my doing some "boxer" moves during the jog: Pump your fists into the air, do some front punches, flap your arms, etc. Also shake your hands out as if you were flicking water off them.
It helps to keep your arms a little greater than 90 degrees, closer to your hips than your shoulders, and keep your hands very loose and floppy. Just let them bounce up and down. Try pulling your elbows an inch or two away from your sides. And obviously you want to take off any tight rings, watches, etc. Good Luck.
Age 48, 5'6" Living with PCOS.
Start: January 1, 2002, 220 lbs., size 24
Current: 163 lbs, size 10 - 12, 39"-31.5"-39.75"
Goal: size 10 in Levi's 515 jeans.