UDP is a transport protocol (Layer 4 of the OSI model) that has no mechanism to provide a reliable transport between the source process and the destination one, as TCP does.
Anyway, due to this feature, is specially suitable for real-time applications , like video or audio, provided that the user can accept some loss in the stream.
Several real-time protocols, like RTP for instance (used for videoconferencing) use UDP as transport protocol.
