In an ideal world, nobody should have a hostile work environment, but the truth is many of them are. So I will give you some hard-won advice.
The rude colleague needs to be addressed in the context of that particular work environment. How is that colleague regarded by your employer apart from the issue you are experiencing with them? Who do they know or are "friends" with? Is your immediate supervisor showing any favoritism toward the rude colleague?
Also, if the colleague (apart from your issue) seems to have normal relationships with your supervisor and other colleagues, have you approached your supervisor for advice on creating a better working relationship with them?
If not, try that first.
However - if this rude colleague seems to be a "favorite" or happens to know or be related to someone in a more powerful position, leave it alone. Learn to cope and minimize the encounters you have with this person.