  We show that exact sampling of the first passage event can be done for a Levy
process with unbounded variation, if the process can be embedded in a
subordinated standard Brownian motion. By sampling a series of first exit
events of the Brownian motion and first passage events of the subordinator, the
first passage event of interest can be obtained. The sampling of the first exit
time and pre-exit location of the Brownian motion may be of independent
interest.
