These are all standard library files. All libraries that come from the days of C are all prefixed by 'c' (e.g. cmath, cstdio, cstddef, etc.).
It was also decided that all headers that form part of the standard library (including the standard template library, STL) should not have the extension '.h' but, since there are diehards out there, the ones with extensions still exist and you can #include them as well. To cope with the c and c++ versions, compilers usually ship with both and the extensionless version usually includes the one with the extension.
This is a bit more simplified than what it actually is. To be safe, always #include the one that does NOT have the extension. Math only exists as math.h and you should rather use that one instead of cmath.