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Integrability conditions are given by means of the Malliavin calculus and the notion of fractional derivative. Continuity properties of the indefinite integral are also studied and a maximal inequality is derived. The main idea of the approach utilizes the representation  \\[ B_t^H =\\frac {1}{\\Gamma (1-\\alpha)}\\Big [Z_t + \\int _0^t(t-s)^{-\\alpha } dW_s \\Big ], \\]  where \\(W_s\\) is a standard Brownian motion, \\(\\alpha =\\frac {1}{2} - H\\) and \\(Z_t=\\int _{-\\infty }^0[(t-s)^{-\\alpha } - (-s)^{-\\alpha }] dW_s\\). Since \\(Z_t\\) is absolutely continuous, in order to develop stochastic calculus with respect to \\(B^H_t\\) it suffices to consider the term \\(B_t:= \\int _0^t(t-s)^{-\\alpha } dW_s\\). 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