Custodial Application: users private keys are stored by the application (Coinbase, bitfinex ...).
Non Custodial Application: the application do not have access to users private keys (CryptoKitties, argent.xyz ...).
This architecture allows applications or users to emit transactions from "GasLess" Account. (without Ether). Gas is the execution fee for every operation made on ethereum. Rockside uses the principle of meta transactions to relay the message sent by your application. For more information, see the Rockside identities page.
More coming soon...