  Time change is a powerful technique for generating noises and providing
flexible models. In the framework of time changed Brownian and Poisson random
measures we study the existence and uniqueness of a solution to a general
mean-field stochastic differential equation. We consider a mean-field
stochastic control problem for mean-field controlled dynamics and we present a
necessary and a sufficient maximum principle. For this we study existence and
uniqueness of solutions to mean-field backward stochastic differential
equations in the context of time change. An example of a centralised control in
an economy with specialised sectors is provided.
