All of them save only changes between the data in the previously created original full image of the disk and the data at the instance the backup is being created.
For the differential backup the changes are saved between the original image and the current instance. When restoring data, you will need the full image and only the differential file created at the instance to which you want to restore data.
For the incremental backup, changes are saved between the last saved changes and the current instance. When restoring data, you will need the full image and all files (both incremental and differential ones) created to the instant to which you want to restore data.
Which method is to choose, depends on your task. If you need to keep only the latest backup instant, you may use the differential backup and delete all previous differential files. If you need to keep all instances, you may use the incremental backup to keep overall file sizes smaller. Please, take into consideration data safety: If any of the differential file is damaged, data will be lost only for that backup instant. If any of the incremental file is damaged, data will be lost for all subsequent backup instances starting from the damaged file until the next full or differential backup.