In this paper we consider stochastic calculus connected with sub- fractional Brownian motion S H with H 2 ( 1 ;1) and narrow the focus to obtain various versions of It^o's formula. We introduce the integral of deter- ministic functions f with respect to the local time L H (x;t) of S H and the weighted quadratic covariation (f(S H );S H ) (W) . We establish the Bouleau- Yor identity (2 2 2H 1 ) h f(S H );S H i (W) t = Z R