  We prove existence, regularity in H\"older classes and estimates from above
and below of the fundamental solution of the stochastic Langevin equation. This
degenerate SPDE satisfies the weak H\"ormander condition. We use a Wentzell's
transform to reduce the SPDE to a PDE with random coefficients; then we apply a
new method, based on the parametrix technique, to construct a fundamental
solution. This approach avoids the use of the Duhamel's principle for the SPDE
and the related measurability issues that appear in the stochastic framework.
Our results are new even for the deterministic equation.
