Yes this can be done. You may have some problem visualizing it because your trying to change a number of borders on the other images.
Instead make a second image of your hovered image that has the borders you want highlighted on hover, then swap the images.
Hard to explain in words.
Each caption name of the JPEG hyperlink has its exact caption-matched name on the navigation bar. Is it also possible to have a coloured border highlight the navigation bar name when mouse pointer is hovering over its related caption name <MAP> object hyperlink on JPEG.