Hello emob2p,
I just found in wikipedia
http://en.wikipedia.org/wiki/Wave_mechanics#The_wavefunction
"We define the wavefunction as the projection of the state vector |ψ(t)> onto the position basis:
\Psi(r,t) = \langle r|t \rangle"
I think the difference, as mentioned above, is that a state vector (in Dirac representation) looks like this: |Psi> , |a> , |b> ..., it has so to say no representation, only this strange "|blabla>" one. This |Psi> contains all the information you can have about a physical system.
But when you talk of a wavefunction, you have a certain representation, for example: space, then you have \Psi (x) = \langle x|\Psi (x) \rangle, or in momentum representation, you have \Psi (p) = \langle p|\Psi (x) \rangle.
Mathematicians don't like the Dirac notation (|\Psi \rangle), if I remember correctly. They only have the wavefunctions (\Psi (x), but not the state vectors alone.
For them, the state vector alone makes no sense (correct me if I'm wrong), so they don't use this term "state vector".
A second interpretation could be that mathematicians do use the term "state vectors" for the wavefunctions. The reason would be that wavefunctions are elements of a vector space, and mathematicians call all the elements of V vectors.
Maybe a mathematician could tell you more about this and the rigorous definitions.