What happens if my ball is lost or out of bounds, and when can I play a provisional?

Lost: a ball is lost if it is not found within three minutes after you or your caddie begin searching. If a ball is found but you are unsure it is yours, you may take reasonable time to identify it, even past three minutes.

Out of bounds: a ball is out of bounds only when all of it is outside the boundary edge of the course. If any part touches or is above in-bounds ground, it is in bounds.

What you do: take stroke-and-distance relief for one penalty stroke, playing a ball from where you made your previous stroke. Once another ball is in play this way, the original must not be played, even if found within the three minutes. The exception is where it is known or virtually certain that an outside influence moved the ball, a person deflected it, or it is in a penalty area; the rules for those situations then apply.

Provisional ball: if your original ball might be lost outside a penalty area or out of bounds, you may play a provisional ball. Before you hit it, announce that it is a provisional (saying "another ball" is not enough). If you do not, the ball you played becomes the ball in play under stroke and distance, with one penalty stroke. If you find the original outside a penalty area within three minutes, you must abandon the provisional and play the original. (Rule 18)