Hello Michael,
My 2c:
As far as I know, there is no incremental prior day statement functionality in SAP and it probably does not make sense also.
Prior day statement should be only one for a day and received either at the end of day or next morning. If when the bank is sending prior day statement, there are still transactions in process, may be bank should wait till next morning (if business is ok with it) or send the still incomplete transactions in the next day prior day statement.
Mani