Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)

We define a stochastic integral with respect to sub-fractional Brownian motion SHSH with index H∈(0,12) that extends the divergence integral from Malliavin calculus. For this extended divergence integral, we establish versions of the formulas of Itô and Tanaka that hold for all H∈(0,12).