Remarks on an integral functional driven by sub-fractional Brownian motion

This paper studies the functionals where is a one-dimension sub-fractional Brownian motion with index H∈(0,1). It shows that there exists a constant p_H∈(1,2) such that p-variation of the process (j=1,2) is equal to 0 if p>p_H, where ?_j, j=1,2, are the local time and weighted local time of S^H, respectively. This extends the classical results for Brownian motion.