Dadi, LeelloAziznejad, ShayanUnser, Michael2020-09-092020-09-092020-09-092020-01-0110.1109/TSP.2020.3011632https://infoscience.epfl.ch/handle/20.500.14299/171486WOS:000562044500009We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-Poisson processes. Based on this result, we derive an off-the-grid algorithm that generates arbitrarily close approximations of the target process. Our method relies on a B-spline representation of generalized compound-Poisson processes. We illustrate numerically the validity of our approach.Engineering, Electrical & ElectronicEngineeringstochastic processeswhite noiserandom variablestechnological innovationsignal processing algorithmssplines (mathematics)differential equationssparse stochastic processeslevy driven carma processesb-splinescompound-poisson processescardinal exponential splinesunified formulationpart iisimulationdrivenmotionnoisetext::journal::journal article::research article