Whenever, for reason's out of one's control (Oness), one misses a prayer, one can make it up by praying a "Tashlumin" after the following prayer. In other words, if, for reasons out of one's control, one did not pray Minha, one can make it up in 'Arbith, by praying an additional 'Amidah after one prays the 'Arbith 'Amidah.
The question is, does forgetting to pray qualify as being out of one's control, to permit one to pray a make up prayer? This question is a Mahloqeth (difference of opinion) among the Ahronim. The difference of opinion centers around whether forgetting to prayer constitutes not praying deliberately (Bemezid), or whether it is considered unintentional. The difference between the two is that if it is considered deliberate, one cannot pray the make up prayer (Tashlumin), but if it considered to be unintentional, then one does pray a make up prayer.
In view of this difference of opinion, if one forgot to pray a prayer, one should pray the subsequent prayer at the appropriate time and then pray it again, such as if one forgot Minha, one should pray the 'Arbith 'Amidah twice. However, before doing so, one should state that if a make up prayer is in order, then the additional prayer should be considered as such. If not, then it should be considered to be a Nedabah (a voluntary prayer). It should be noted, however, that a Nedabah is not permitted on Shabbath and Yom Tob.
(See Dibrei Mordekha, Halakha, Midinei Tefillath Minha)
Tashlumin, forgot to pray, daven, tefillah