  We consider the Cauchy problem for a linear stochastic partial differential
equation. By extending the parametrix method for PDEs whose coefficients are
only measurable with respect to the time variable, we prove existence,
regularity in H\"older classes and estimates from above and below of the
fundamental solution. This result is applied to SPDEs by means of the
Ito-Wentzell formula, through a random change of variables which transforms the
SPDE into a PDE with random coefficients.
