  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.
