  Using the structure of the jet schemes of rational double point
singularities, we construct "minimal embedded toric resolutions" of these
singularities. We also establish, for these singularities, a correspondence
between a natural class of irreducible components of the jet schemes centered
at the singular locus and the set of divisors which appear on every "minimal
embedded toric resolution". We prove that this correspondence is bijective
except for the $E_8$ singulartiy. This can be thought as an embedded Nash
correspondence for rational double point singularities.
