All of them use long, slow and moist cooking in a covered container to tenderize tough meats and vegetables, but they differ in the ingredients and type of pot used.
A casserole uses small pieces of meat and vegetables and is usually cooked in the oven. A stew is made on the top of the stove. In fact, it was originally would have been cooked slowly over an open fire. A daube makes use of a large cut of meat, often beef, braised in wine. Traditionally, it was cooked over a fire in a tall casserole with an indented lid full of hot carcoal, so it had heat from both the top and bottom.
** Asian Recipes