According to the rules of golf, a lost ball is when the original ball of the game is not found within the statutory 5 minutes of searching for said ball.
They can search for the player, their team, or their caddies. Balls are more easily lost in areas with tall grass or trees, off the green, or in lakes.
It is also considered lost ball if a player hits a substituted ball or if a player takes a shot with a provisional ball from the place where the original ball may be or from a point closer to the hole from that place.
If after five minutes the ball has not been found, it must be lost and a substituted ball put into play.
However, if the ball falls into an obstacle on the field, such as water, and is found, it is not considered a lost ball and the player must remove it with the stick, something Sergio García does in this YouTube video.