Zero-Knowledge Proof

A zero-knowledge proof is a cryptographic proof that through complex mathematical calculations and protocols allows one entity (called The Prover) to prove to another entity (called The Verifier) that they know a certain piece of information without actually revealing what that information is.
It's used in BlockChain to enable privacy and anonymity. E.g. proving The Prover has funds for a transaction without revealing their identity or quantity of funds.