# ERRATUM: Stochastic evolution equations for large portfolios of stochastic volatility models

## TL;DR

This paper corrects a previous theorem on stochastic evolution equations for large portfolios of stochastic volatility models, providing a weaker version and updated regularity results.

## Contribution

It establishes a weaker version of a key theorem and revises the regularity theory accordingly, correcting prior inaccuracies.

## Key findings

- Most regularity results are replaced by weaker ones
- Clarification of a point in the proof of a correct result
- Establishment of a corrected, weaker theorem

## Abstract

In the article "Stochastic evolution equations for large portfolios of Stochastic Volatility models" (Arxiv:1701.05640) there is a mistake in the proof of Theorem 3.1. In this erratum we establish a weaker version of this Theorem and then we redevelop the regularity theory for our problem accordingly. This means that most of our regularity results are replaced by slightly weaker ones. We also clarify a point in the proof of a correct result.