Here is the information you were looking for:-
a).pst - "Personal Storage Table" is a filename extention associated with Personal Folders used within certain Microsoft Products. They are used to store local copies of messages, calender events, and other items within Microsoft.
b).dbx - "Data base Extension" is a file extension used by Microsoft Outlook Express to store emails of appropriate message folder.
c).ost - "Offline Storage Files" is file type of Microsoft Windows file associated with MS Outlook and is part of the MS Office product suite. This file is created by the application for the use of storing user’s mailbox data on the hard drive for offline use. All .ost files are converted in PST for accessing the mailbox.
I hope that answers your question.