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McKean gives an intuitive formula for a time-change $T(t)$ of a process: if $Y(t) = X(T(t))$ then
$dY(t) = \sqrt{dT/dt} dX(t)$
Our interest is the exact time change for long memory in financial time series, which has a Mittag-Leffler distribution of the form $E_{\alpha}(-k t^\alpha)$.  The factor for time-change is thus
$|dT/dt| = k\alpha E_{\alpha}'(-kt^\alpha)$
So the time fractional Heston model can be obtained by using this factor to divide $D(t)$.