Lust will probably leave you the least jealous when someone takes the person of your affection. Lust is simply a desire (sexually) towards a person. Infatuation and obsession are essentially the same thing when you madly desire someone. Obsession may last longer and is probably more like love and is more lasting than infatuation. Obsession is probably the one that will leave you jealous the longest.
Here are the dictionary definitions: Lust is strong sexual desire for someone; obsessed is to preoccupy or fill the mind of (someone) continually, intrusively, and to a troubling extent; infatuated is to be inspired with an intense but short-lived passion or admiration for. As for these causing jealousy, I'll let you decide. :)
Lust is a intense or uncontrollable sexual craving. Infatuated is like a overwhelming passion, "unreasoning fondness". Obsessed is maybe going a bit far.. that to me would be when someone practically worships you. And can they cause Jealously? obsessiveness and infatuation in most cases could definitely cause someone to be jealous.(: Hope this helps