  We describe the CGMY and Meixner processes as time changed Brownian motions.
The CGMY uses a time change absolutely continuous with respect to the one-sided
stable $(Y/2)$ subordinator while the Meixner time change is absolutely
continuous with respect to the one sided stable $(1/2)$ subordinator$.$ The
required time changes may be generated by simulating the requisite one-sided
stable subordinator and throwing away some of the jumps as described in
Rosinski (2001).
