Redo : The redo log records all changes made to data, including both uncommitted and committed changes. In addition to the online redo logs Oracle also stores archive redo logs. All redo logs are used in recovery situations.
Rollback: The Rollback segments store the data as it was before changes were made. This is in contrast to the redo log which is a record of the insert/update/deletes.
Undo: Undo and Rollback both are really one in the same. Undo data is stored in the undo tablespace. Undo is helpful in building a read consistent view of data.