ARP is used to find the Media Access Control address (MAC) that matches with a known Internet Protocol (IP) address.
The Address Resolution Protocol (ARP) is a computer networking protocol for determining a network host’s link layer or hardware address when only its Internet Layer (IP) or Network Layer address is known
Reverse Address Resolution Protocol (RARP) is used to find the IP address that matches an Ethernet address.
ICMP is a management protocol and messaging service provider for IP (e.g. PING). UDP runs over IP. It is a best effort protocol that offers no reliability. UDS is used for application such as streaming media, voice over IP, the DNS protocol, as well as the Simple Network Management Protocol (SNMP).
Source: KRUTZ, Ronald L. & VINES, Russel D., The CISSP Prep Guide: Mastering the Ten Domains of Computer Security, 2001, John Wiley & Sons, Page 87. also see: http://en.wikipedia.org/wiki/Address_resolution_protocol