Cameron-Martin space of Wiener measure
= Cameron-Martin space of Wiener measure
{c}
On $C_0([0,T])$, the Cameron-Martin space consists of the <absolutely continuous functions> $h$ with $h(0)=0$ and $h'\in L^2[0,T]$. Its norm is
$$
\lVert h\rVert_H^2=\int_0^T|h'(s)|^2ds.
$$