Is there a difference between on-line learning, incremental learning and sequential learning?
So, the following answer is just based on different opinions of collegues and professors from the field. I want to try to summarize it briefly:

Sequential and online learning is mostly associated with Bayesian updating. The sequential learning is used widely for an order in time of the data, meaning that $x_1$ is coming always first, then $x_2$, then $x_3$ and so on. The Dataset each has a certain order in that sense. 
In contrast to that incremental may be a whole block of data at time x and another block of data at time y. While the block internally may be randomly ordered. 

Concerning online learning, the people mostly referred to a data stream, hence a online learning is always incremental learning but incremental learning does not have to be online. 

These are quite fuzzy definitions, and in my opinion there is not clear definition though. I still hope that helps.