I don't think anyone has specifically said it wasn't included. However, given the fact that you aren't limited to staying on the same screen as each other, I would doubt there's a local co-op mode. Who knows though, maybe they are saving a surprise for us.
Step into the shadows of the hell house: Castlevania is back in all its pixel-powered 2D glory, this time in full 1080p! Call upon the series' most hallowed heroes and vanquish your nemesis, Dracula! All-new multiplayer modes like 6-player Co-op and Survival have been whipped up for you, too... but enough talk. Have at it!
Day one buy... --- "Those are my principles, and if you don't like them... well, I have others." - Groucho