Some properties of the sub-fractional Brownian motion

We study several properties of the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza and Talarczyk, related to those of the fractional Brownian motion. This process is a self-similar Gaussian process depending on a parameter H 2 (0; 2) with non stationary increments and is a generalization of the Brownian motion. The strong variation of the indenite stochastic integral with respect to sub-fBm is also discussed