Just because you don't have an application on screen doesn't mean it shuts down. In fact, the iPhone's multitasking system ensures that once you launch an app it keeps running until you manually close it — even if you reboot the phone. Turn them off with these steps.
1. Double-click the home button to see a full list of all apps currently running.
2. Press and hold an open app.
3. Tap the red minus button to close it.