Please, don't use independent numbering for theorems, definitions, lemmas and corollaries. Your reader won't be able to find them when you cross reference them by number.
And you'll have, in this case, two examples numbered 1.1.1a, making the numbering useless.
If you accept this advice, you just define exmp
to have its counter tied to definition
.
\documentclass{article}
\usepackage{amsthm}
\theoremstyle{definition}
\newtheorem{definition}{Definition}[subsection]
\newtheorem{theorem}[definition]{Theorem}
\newtheorem{corollary}[definition]{Corollary}
\newtheorem{lemma}[definition]{Lemma}
\newtheorem{exmp}{Example}
\counterwithin*{exmp}{definition}
\renewcommand{\theexmp}{\thedefinition\alph{exmp}}
\begin{document}
\section{How To Add}
\subsection{A Detailed Look}
\begin{definition}
\textbf{addition} is denoted with the + symbol
\end{definition}
\begin{exmp}
1+0=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy I:} The addition of two positives is positive.
\end{theorem}
\begin{exmp}
Not sufficient since (-1)+2=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy II:} The addition of two negatives is negative.
\end{theorem}
\begin{exmp}
(-1)+(-2)=-3
\end{exmp}
\begin{exmp}
Not sufficient since (-2)+1=-1
\end{exmp}
\subsection{A Check}
\begin{definition}
\textbf{addition} is denoted with the + symbol
\end{definition}
\begin{exmp}
1+0=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy I:} The addition of two positives is positive.
\end{theorem}
\begin{exmp}
Not sufficient since (-1)+2=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy II:} The addition of two negatives is negative.
\end{theorem}
\begin{exmp}
(-1)+(-2)=-3
\end{exmp}
\begin{exmp}
Not sufficient since (-2)+1=-1
\end{exmp}
\end{document}

Otherwise, with a slight modification of Werner's code:
\documentclass{article}
\usepackage{amsthm}
\theoremstyle{definition}
\newtheorem{definition}{Definition}[subsection]
\newtheorem{theorem}{Theorem}[subsection]
\newtheorem{corollary}{Corollary}[theorem]
\newtheorem{lemma}{Lemma}[section]
\newtheorem{exmp}{Example}
\counterwithin*{exmp}{definition}
\counterwithin*{exmp}{theorem}
\counterwithin*{exmp}{lemma}
\counterwithin*{exmp}{corollary}
\renewcommand{\theexmp}{\thelaststatement\alph{exmp}}
\AtEndEnvironment{definition}{\xdef\thelaststatement{\thedefinition}}
\AtEndEnvironment{theorem}{\xdef\thelaststatement{\thetheorem}}
\AtEndEnvironment{corollary}{\xdef\thelaststatement{\thecorollary}}
\AtEndEnvironment{lemma}{\xdef\thelaststatement{\thelemma}}
\begin{document}
\section{How To Add}
\subsection{A Detailed Look}
\begin{definition}
\textbf{addition} is denoted with the + symbol
\end{definition}
\begin{exmp}
1+0=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy I:} The addition of two positives is positive.
\end{theorem}
\begin{exmp}
Not sufficient since (-1)+2=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy II:} The addition of two negatives is negative.
\end{theorem}
\begin{exmp}
(-1)+(-2)=-3
\end{exmp}
\begin{exmp}
Not sufficient since (-2)+1=-1
\end{exmp}
\subsection{A Check}
\begin{definition}
\textbf{addition} is denoted with the + symbol
\end{definition}
\begin{exmp}
1+0=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy I:} The addition of two positives is positive.
\end{theorem}
\begin{exmp}
Not sufficient since (-1)+2=1
\end{exmp}
\begin{theorem}
\textbf{Trichotomy II:} The addition of two negatives is negative.
\end{theorem}
\begin{exmp}
(-1)+(-2)=-3
\end{exmp}
\begin{exmp}
Not sufficient since (-2)+1=-1
\end{exmp}
\end{document}

\newtheorem{lemma}{Lemma}[section]
.