Abstract
We define a stochastic integral with respect to sub-fractional Brownian motion S H with index H ∈ ( 0 , 1 2 ) 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 , 1 2 ) .
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