A class of time-changed Mckean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients

This paper investigates a class of time-changed McKean-Vlasov stochastic differential equations (MV-SDEs) characterized by super-linear drift and Hölder-continuous diffusion coefficients. The system features two distinct drift components: one driven by the random time change $E_t$ and the other driven by a regular, non-random time variable $t$. Through the construction of interacting particle systems, we establish the existence and uniqueness of strong solutions by developing an Euler-type interpolation scheme combined with refined Yamada-Watanabe techniques and strategic sample space partitioning. Furthermore, the strong convergence in the finite time of the tamed Euler Maruyama (EM) method on the particle system is discussed. Finally, the theoretical framework is substantiated through two representative examples demonstrating the efficacy of our methodology.