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All of them mean "Scare" or "Afraid". But I don't really get the difference between them. Could someone explain? Thanks!

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There is a discussion exactly about this at this link.

One example I have also found is for example the following:

A 彼は何もこわがらない。 B 彼は何も恐れない。

That is explained as follows.

こう並べると、Aは恐れることを(も)知らない肉体派、Bは「何があっても決めた道を進む」という意思の強さを感じます。

So A appears as someone who does not fear anything, while B seems to give the impression of someone who, whatever happens, will follow the his way.

Another thing that comes out reading these links, is that apparently [怯える] , compared to [怖がる] , implies a stronger reaction to fear (a fear coming from something of a higher degree of severity).

It's probably also interesting to notice that actually おそれる and こわがる actually have "interchangeable" kanji: the first one can be written both as 恐れる and 怖れる as well as こわがる can be written as 怖がる as well as 恐がる. I think that usually are written in the first way, but the fact that the same kanji can actually be used might suggest a similarity in meanings/usage.

The one that really has a different meaning and use is 怯える.

Another explanation from the links above says that while おそれる and こわがる focus on the element that generates the fear, while おびえる focuses on the state of mind of the inner part that is feeling the fear. To quote the original source:

「恐れる」「怖がる」は、その対象に重点を置いた他動詞です。 「神を恐れる」 「蛇を怖がる」 のように、恐怖の対象として神や蛇があることを表現しています。

「おびえる」は、恐怖を感じている内面の心理に重点を置いた自動詞です。 「狼の声に怯える」 のように、恐怖の対象である狼の声によって心が怯えている状態を表現しています。

To conclude, if I had to order the three purely in a manner of weakest to stronger fear, I would say, very roughly speaking: 恐がる ~ 怖れる < 怯える.

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From my experience,

怖がる - is not a very strong word and implies that you would want to avoid whatever the object of your fear is. Usually used declaratively.

犬を怖がる - afraid of dogs
ジェットコースターを怖がる - afraid of roller coasters

恐れる - is a pretty strong word that implies that you feel real and true discomforting fear or perhaps a deep respectful fear of something. Most often heard in the negative. Sounds a bit literary perhaps.

死を恐れてはならない - Do not fear death
恐れるな! - Have no fear!
我々は恐れには負けんぞ! - We shall not give in to fear!

怯える - Is a very strong word like "cower". This kanji is also used in the words for "coward"/"cowardice" ⇒ 卑怯者{ひきょうもの}・卑怯{ひきょう}

敵軍の怯えを肌で感じた - felt the cowardly fear of the enemy army in (his) skin
将軍の前で怯えるのが当然ではないか? - Is it not only natural to cower before the Shogun?

Notes:

  • The 大辞林 entry for 怖がる seems to indicate that it is a stronger word that 恐れる, but I don't usually hear it used that way.

  • The definitions in 大辞泉 and 新明解 don't indicate that 怖がる is stronger than 恐れる, but rather that it implies that the fear is "shown" - that is, "visibly afraid".

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おそ・れる(恐・怖・畏・懼)
〇〇をおそれる
"To fear" with nearly all the same connotations as the English word. Fear of the unknown, danger, god, etc.

おび・える(怯・脅)
〇〇におびえる
"To feel scared / intimidated / cowed by" such as a child being scared by a thunder storm or a competitor by a strong opponent.

こわ・がる(恐・怖) from こわ・い
〇〇をこわがる
"To act / look / seem frightened of" i.e. a child the dark.

When to use which? Experience will teach you that.

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