It seems strange but, even after consulting several books, and hours spent on google, nothing came out about a law of iterated logarithm for the fractional Brownian motion.

I just need a precise reference, on where I can find such a law.

EDIT: My goal is to prove that the fractional Brownian motion of hurst parameter $0<H<1$ has not $H$-Holder continuous trajectories; for the standard BM this can be done in a few lines by exploiting the "standard LIL"; thus, I thought in the fractional case, this can be done in a similar way.

EDIT 2: The law I'm searching for was proved in the 70's, when the expression "fractional Brownian motion" wasn't in use yet; this a reason for which I can't find so much material on the web. Maybe "gaussian process" is better than "fractional BM", as a research advice.

EDIT 3: In the book "Probability and Its Applications" by J. Gani, C.C. Heyde, P. Jagers, T.G. Kurtz, at page 11 holder regularity of fBM is discussed; it's proved that a.s. the $H$-fBM has $\alpha$-Holder continuous trajectories for all $0<\alpha<H$; then when they shows the trajectories are not $H$-Holder, they exploits the following limit $$ \limsup_{t\to0+}\frac{|B_t^H|}{t^H\sqrt{\log\log(1/t)}}=c_H $$ where $c_H$ is a "suitable constant"; thus we know that this $\limsup$ is finite and clearly $\ge0$, but can $c_H$ be zero? The reference the authors give is this paper by M. Arcones; I'm looking in it, but till now I didn't found nothing "clean" as the $\limsup$ above.