The weak-coupling renormalization group method is an asymptotically exact method to find superconducting instabilities of a lattice model of correlated electrons. Here we extend it to spin-orbit coupled lattice systems and study the emerging superconducting phases of the Rashba-Hubbard model. Since Rashba type spin-orbit coupling breaks inversion symmetry, the arising superconducting phases may be a mixture of spin-singlet and spin-triplet states. We study the two-dimensional square lattice as a paradigm and discuss the symmetry properties of the arising spin-orbit coupled superconducting states including helical spin-triplet superconductivity. We also discuss how to best deal with split energy bands within a method which restricts paired electrons to momenta on the Fermi surface.