  In this paper, we study the $\frac{1}{H}$-variation of stochastic divergence
integrals $X_t = \int_0^t u_s {\delta}B_s$ with respect to a fractional
Brownian motion $B$ with Hurst parameter $H < \frac{1}{2}$. Under suitable
assumptions 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 integral
representation 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 fractional
Bessel process has a $\frac{1}{H}$-variation equals to a multiple of the
Lebesgue measure.
