  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
$\alpha>1/2$ and show that only local properties of the covariance function
play role for such results.
