In Java: Web Container or Servlet Container or Servlet Engine : is used to manage the components like servlets, JSP.It is a part of the web server.
Web Server or HTTP Server: a server which is capable of handling HTTP request send by a client and respond back with a HTTP response.
Application Server or App Server: can handle all application operations between users and an organization's back end business applications or databases.It is frequently viewed as part of a three-tier application with: Presentaiton tier, logic tier,Data tier