  In this paper Fokker-Planck-Kolmogorov type equations associated with
stochastic differential equations driven by a time-changed fractional Brownian
motion are derived. Two equivalent forms are suggested. The time-change process
considered is either the first hitting time process for a stable subordinator
or a mixture of stable subordinators. A family of operators arising in the
representation of the Fokker-Plank-Kolmogorov equations is shown to have the
semigroup property.
