Find Cameron-Martin space of process $W_t-4tW_1$, where $W_t$ is Wiener process. As I know the definition of Cameron-Martin space is: $$H(\gamma)=\left\{ h \in X :|h|_{H(\gamma)}:= \sup_{\substack{f\in X^*} \\ {||f||_{L^2} \leq 1}}f(h)\lt \infty\right\} $$ Also I found out that this process is gaussian. But I can't figure out what should I do with it.
2026-02-23 10:02:53.1771840973
Find Cameron-Martin space of known process
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