The session itself has little to do with your domains.
1) The session is identified by a cookie with the session id (or passed in the url).
2) The cookie has to do with domains: you can make a cookie to be accessible in subdomains, but for that you will probably need to modify a php ini setting (session.cookie_domain)
3) And now let's suppose that the subdomain is hosted on the same server, and you don't need to share session data between hosts - you still have to be careful not to override gathered session.
Read these for more details, and you will get the point:
http://stackoverflow.com/questions/6318492/sharing-session-over-subdomains-in-php[
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http://stackoverflow.com/questions/644920/allow-php-sessions-to-carry-over-to-subdomains[
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