We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and which appears aslimit in the so-called Non Central Limit Theorem (Dobrushin and Majòr (1979), Taqqu (1979)). This process isnon-Gaussian and it lives in the second Wiener chaos. We give its representation as a Wiener-Itô multiple integral withrespect to the Brownian motion on a finite interval and we develop a stochastic calculus with respect to it by using both pathwise type calculus and Malliavin calculus.
