  We study strictly parabolic stochastic partial differential equations on
$\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in
space. Assuming that the coefficients of the differential operator are random,
we give sufficient conditions on the correlation of the noise ensuring H\"older
continuity for the trajectories of the solution of the equation. For
self-adjoint operators with deterministic coefficients, the mild and weak
formulation of the equation are related, deriving path properties of the
solution to a parabolic Cauchy problem in evolution form.
