User Datagram Protocol is one of the messaging protocols of the IP protocol stack. With UDP, computer applications can send messages to other hosts on an Internet Protocol (IP) network without requiring prior communications to set up special transmission channels or data paths.
UDP uses a simple transmission model without implicit handshaking dialogues for providing reliability, ordering, or data integrity. Thus, UDP provides an unreliable service and datagrams may arrive out of order, appear duplicated, or go missing without notice.
UDP assumes that error checking and correction is either not necessary or performed in the application or at the hardware level (layer 1 and 2), avoiding the overhead of such processing at the network interface level.
Time-sensitive applications often use UDP because dropping packets is preferable to waiting for delayed packets, which may not be an option in a real-time system.
There is more information at the Wikipedia article on UDP.
