Instead of immediately appending your newly created div to the body, you can append more stuff to it first:
Code:
//create div, assign to variable:
var myDiv = $("<div />", { "class": "dynamicDiv", id: "div" + j, innerHTML: "div no:" + j});

//append whatever you want to the div...
myDiv.append("<table><tr><td>first row of the table</td></tr></table>");

//append stuff to the table if you want...
$("table",myDiv).append("<tr><td>a second row in the table</td></tr>");

//when you're done making changes, append the div to the body like you were doing before:
myDiv.appendTo("body");