I have run many campaigns in my campaign world. I have several settings within that world. The campaign world is Vishteer, the Campaign Setting I like best is that section known as Miraboria, and the campaigns I've run in that setting have involved at least six different groups of players over the last 25 years.
Campaign = a linked series of adventures, which, while occurring, seem to have a connection to each other, because of a major overlap of PCs, events, or themes (and usually at least 2 of these three elements).
Setting = a section of a campaign world which is suited to a particular campaign. It may be one nation, one continent, or one series of planes, but it is limited by some element, whether scope, time, or flavor.
World = everything the DM creates that can be accounted as "interconnected" or which he views as a unit. Multiple worlds, planes, times, and even a multiverse, can be part of one campaign "world", as long as the DM views them that way.