UDP is an example of connectionless communication protocol, wherein no connection needs to be established before data can be exchanged.
In telecommunications, connectionless describes communication between two network end points in which a message can be sent from one end point to another without prior arrangement. The device at one end of the communication transmits data addressed to the other, without first ensuring that the recipient is available and ready to receive the data. Some protocols allow for error correction by requested retransmission. Internet Protocol (IP) and User Datagram Protocol (UDP) are connectionless protocols.
Connectionless protocols are also described as stateless because the endpoints have no protocol-defined way to remember where they are in a “conversation” of message exchanges. List of connectionless protocols
Hypertext Transfer Protocol
IP
UDP
ICMP
IPX
TIPC
NetBEUI
References: KRUTZ, Ronald L. & VINES, Russel D., The CISSP Prep Guide: Mastering the Ten Domains of Computer Security, John Wiley & Sons, 2001, Chapter 3: Telecommunications and Network Security (page 86). and https://secure.wikimedia.org/wikipedia/en/wiki/Connectionless_protocol