You probably experience worry, stress or anxiety at least once on any given day. Nearly 40 million people in the U.S. suffer from an anxiety disorder, according to the Anxiety and Depression Association of America. Three out of four Americans reported feeling stressed in the last month, a 2017 study found. But in one of these moments, if asked which you were experiencing — worry, stress or anxiety — would you know the difference?

I reached out to two experts to help us identify — and cope with — all three.

What is worry?

Worry is what happens when your mind dwells on negative thoughts, uncertain outcomes or things that could go wrong. “Worry tends to be repetitive, obsessive thoughts,” said Melanie Greenberg, a clinical psychologist in Mill Valley, Calif., and the author of “The Stress-Proof Brain” (2017). “It’s the cognitive component of anxiety.” Simply put, worry happens only in your mind, not in your body.

How does worry work?

Worry actually has an important function in our lives, according to Luana Marques, an associate professor of psychiatry at Harvard Medical School and the president of the Anxiety and Depression Association of America. When we think about an uncertain or unpleasant situation — such as being unable to pay the rent, or doing badly on an exam — our brains become stimulated. When we worry, it calms our brains down. Worry is also likely to cause us to problem-solve or take action, both of which are positive things. “Worry is a way for your brain to handle problems in order to keep you safe,” Dr. Marques explained. “It’s only when we get stuck thinking about a problem that worry stops being functional.”

Three things to help your worries:

Give yourself a worry “budget,” an amount of time in which you allow yourself to worry about a problem. When that time is up (start with 20 minutes), consciously redirect your thoughts.

When you notice that you’re worried about something, push yourself to come up with a next step or to take action.

Write your worries down. Research has shown that just eight to 10 minutes of writing can help calm obsessive thoughts.

Remember: Worry is helpful only if it leads to change, not if it turns into obsessive thoughts.

What is stress?

Stress is a physiological response connected to an external event. In order for the cycle of stress to begin, there must be a stressor. This is usually some kind of external circumstance, like a work deadline or a scary medical test. “Stress is defined as a reaction to environmental changes or forces that exceed the individual’s resources,” Dr. Greenberg said.