The question Find Cameron-Martin space of known process was not answered, but I found it rather interesting.

It is well-known that Cameron-Martin space of Wiener measure is space $W_0^{2,1}$ (see https://en.wikipedia.org/wiki/Abstract_Wiener_space). Also if $T: X \rightarrow Y$ is linear and continuous and $\gamma$ is gaussian on $X$ and $\forall f \in X^*: \int\limits_X f(t)\gamma(dt) = 0$, then $T(H(\gamma)) = H(\gamma \circ T^{-1})$. Do these facts help to solve the problem?



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