Homogenization asks whether average behavior can be discerned from partial
differential equations that are subject to high-frequency fluctuations when
those fluctuations result from a dependence on two widely separated spatia
l scales. We prove homogenization for certain stochastic Hamilton-Jacobi pa
rtial differential equations: the idea is to use the subadditive ergodic th
eorem to establish the existence of an average in the infinite scale-separa
tion limit. In some cases, we also establish a central limit theorem.