Quick answer
Stub – an object that provides predefined answers to method calls.
Mock – an object on which you set expectations.
Fake – an object with limited capabilities (for the purposes of testing), e.g. a fake web service.
Test Double is the general term for stubs, mocks and fakes. But informally, you’ll often hear people simply call them mocks.
From Elijah Manor
Test stubs are functions (spies) with pre-programmed behavior. They support the full test spy API in addition to methods which can be used to alter the stub’s behavior.
Mocks (and mock expectations) are fake methods (like spies) with pre-programmed behavior (like stubs) as well as pre-programmed expectations. A mock will fail your test if it is not used as expected.
From Martin Fowler
Fake objects actually have working implementations, but usually take some shortcut which makes them not suitable for production
Stubs provide canned answers to calls made during the test, usually not responding at all to anything outside what’s programmed in for the test. Stubs may also record information about calls, such as an email gateway stub that remembers the messages it ‘sent’, or maybe only how many messages it ‘sent’.
Mocks are what we are talking about here: objects pre-programmed with expectations which form a specification of the calls they are expected to receive.
From xunitpattern
Mock Object that implements the same interface as an object on which the SUT depends. We can use a Mock Object as an observation point when we need to do Behavior Verification to avoid having an Untested Requirement (see Production Bugs on page X) caused by an inability to observe side-effects of invoking methods on the SUT.
Stub: This implementation is configured to respond to calls from the SUT with the values (or exceptions) that will exercise the Untested Code (see Production Bugs on page X) within the SUT. A key indication for using a Test Stub is having Untested Code caused by the inability to control the indirect inputs of the SUT
Fake: We acquire or build a very lightweight implementation of the same functionality as provided by a component that the SUT depends on and instruct the SUT to use it instead of the real.
Thread Source: Stackoverflow.