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In this paper, we study the $\frac{1}{H}$-variation of stochastic divergenceintegrals $X_t = \int_0^t u_s {\delta}B_s$ with respect to a fractionalBrownian motion $B$ with Hurst parameter $H < \frac{1}{2}$. Under suitableassumptions on the process u, we prove that the $\frac{1}{H}$-variation of $X$exists in $L^1({\Omega})$ and is equal to $e_H \int_0^T|u_s|^H ds$, where $e_H= \mathbb{E}|B_1|^H$. In the second part of the paper, we establish an integralrepresentation for the fractional Bessel Process $\|B_t\|$, where $B_t$ is a$d$-dimensional fractional Brownian motion with Hurst parameter $H <\frac{1}{2}$. Using a multidimensional version of the result on the$\frac{1}{H}$-variation of divergence integrals, we prove that if $2dH^2 > 1$,then the divergence integral in the integral representation of the fractionalBessel process has a $\frac{1}{H}$-variation equals to a multiple of theLebesgue measure.

On the $\frac{1}{H}$-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter $H < 1/2$