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Let $\gamma_1(t),\gamma_2(t)$ be the market price of risk associated to the correlated Brownian motions $w^1(t),w^2(t)$ in the Heston model.  The condition for the existence of an equivalent martingale measure is
$\mu - r = \rho \gamma_1(t) + \sqrt{1-\rho^2}\gamma_2(t)$
and Heston additionally imposed $\gamma_1(t) = \lambda\sqrt{V(t)}$.  (See MeasureChange-HestonModel) for details.  For a fractional Heston model the problem of determining the appropriate conditions is still open pending more numerical work.  The risk-neutral martingale measure is given in (1.2) in the above reference.