A differential backup contains all the changes since the last full backup.

An incremental backup contains all the changes since the last incremental backup (or the full, if no incrementals have been taken yet).

Incremental backups are additive - you have to restore all of them to get back to where you started.

You can only restore one (complete set of) differentials (plus most recent log) to get back to where you started.

SQL Server does not support true incremental backups (I mean just pages which have changed since the last incremental).

The closest to it would be a series of log backups, I guess.