If you have an up to date, or somewhat recent iOS (iPad update) then you have the option to multitask, which is where you slide your fingers across the app, allowing it to go to the next one you recently played, or is very much used.
How to turn it on is to go to Settings, General, and scroll down to Multitasking Gestures.
How to turn it on is to go to Settings, General, and scroll down to Multitasking Gestures.