  We analyze {\em the Rosenblatt process} which is a selfsimilar process with
stationary increments and which appears as limit in the so-called {\em Non
Central Limit Theorem} (Dobrushin and Major (1979), Taqqu (1979)). This process
is non-Gaussian and it lives in the second Wiener chaos. We give its
representation as a Wiener-It\^o multiple integral with respect 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.
