Java Application - Java Application Program can be executed independently. Applications are executed at command line by Java.exe
Applications have no special support in HTML for embedding or downloading

      Java Applets - Applet cannot be executed independently. Applets can only be executed inside a Java compatible container, such as a browser or appletviewer.
Applets can be embedded in HTML pages and downloaded over the Internet
      Java Servlets - Java servlets are similar programs like applets except they execute on servers side. Servlets are Java programs answer to traditional CGI programming. They are programs that run on a Web server and build Web pages.

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