Liouville Brownian motion was introduced as a canonical diffusion process under Liouville quantum gravity. It is constructed as a time change of 2-dimensional Brownian motion by the continuous additive functional associated with a Liouville measure, through a regularizing approximation procedure of the Gaussian free field. In this talk, we are concerned with the question whether one can construct Liouville Brownian motion directly from the Liouville measure. We will present a discrete approximation scheme that in fact works for more general time changed Brownian motions.