  It is a well-known fact that finite rho-variation of the covariance (in 2D
sense) of a general Gaussian process implies finite rho-variation of
Cameron-Martin paths. In the special case of fractional Brownian motion (think:
2H=1/rho), in the rougher than Brownian regime, a sharper result holds thanks
to a Besov-type embedding [Friz-Victoir, JFA, 2006]. In the present note we
give a general result which closes this gap. We comment on the importance of
this result for various applications.
