In terms of YARN, the programs that are being run on a cluster are called applications. In terms of MapReduce they are called jobs. So, if you are running MapReduce on YARN, job and application are the same thing (if you take a close look, job ids and application ids are the same).
MapReduce job consists of several tasks (they could be either map or reduce tasks). If a task fails, it is launched again on another node. Those are task attempts.
Ref:Difference between job, application, task, task attempt logs in Hadoop, Oozie