In general I recommend to write a custom validator as this is in my opinion the cleanest way to handle such cases in ZF.
To my knowledge the Date validator only checks for the formal validity of a date but cannot compare two dates. However, with the restriction in mind to use only built in Zend Framework validators I came up with a somewhat hacky solution using the GreaterThan validator:
<?php
$year = 2012;
$month = 1;
$inputDatePast = intval(sprintf('%4d%02d', $year, $month)); //201201
$year = 2016; // if you read this after september 2016: add a few more years here ;)
$month = 9;
$inputDateFuture = intval(sprintf('%4d%02d', $year, $month)); //201609
$prevMonth = intval(date('Ym', mktime(12, 0, 0, date('n')-1, 1, date('Y'))));
$validator = new Zend_Validate_GreaterThan($prevMonth);
$validator->isValid($inputDatePast); // false
$validator->isValid($inputDateFuture); // true
?>
So the idea is to create an integer out of the previous month's year and month and compare if a given year and month is greater than this value. This integer is created by four digits for the year and two digits (the leading zero is important) for the month.
As an example September 2012 is 201209. If a user inputs October 2011 this would be 201109 which is smaller than 201209 and consequently evaluates to false. On the other hand, if a user enters January 2014 this would be 201401 which is greater than the previous date.
Please note that this is only an untested sketch and probably needs some more consideration and validation.