Compression schemes sending difference between successive samples only, what would happen if error occurs?
If there is an error, it will propagate as you said through the whole sequence and would never stop.

Because of that there are certain key frames at certain points in time. That is a complete frame where all the data is transmitted. So the first thing that will be transmitted is a key frame, after that only the differences are transmitted for a certain amount of frames and then another key frame is inserted.

In some special cases it can happen that describing the differences from one frame to the next frame would take more space than the whole frame, so you can insert key frames at intelligent positions to save some data as well (think of a cut between two scenes).

I described this from a video point of view, as it can be imagined easily. I guess everyone stumbled upon a corrupt video where all colors would suddenly be wrong, only some contours are recognizable and after a few seconds it would suddenly all be well again (a key frame occurred).