Integral representation of random variables with respect to Gaussian processes

It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to cover a wide class of Gaussian processes. In particular, we consider a wide class of processes that are H"{o}lder continuous of order $\alpha >1\mathrm{/}2$ and show that only local properties of the covariance function play role for such results.