How to run all modified JUnit test classes?

There is Changed Files predefined scope in Project tool window you can use to view all vcs changed files. From there select all JUnit classes and from the context menu create JUnit Run/Debug Configuration which will fill the classes pattern to run automatically.

I do not believe there is any 'out of the box' solution to this that you can use. However you could script this in a language of your choice, to find the 'files changed in last commit' you can execute

git diff --name-only HEAD~

HEAD~ is a reference to the 'penultimate' commit, specifying only one commit reference to the git diff command will automatically compare to HEAD which is the latest commit.

You could take the output of this and iterate over it, perhaps if your test classes follow a similar naming scheme to your classes to test execute the tests by specifying a pattern for each file?