: : There is a reference in Tolkien's appendices in LOTR.

: : There Helm Hammerhand is compared with a snow troll.

: Which doesn't prove that they existed: in our world, where trolls don't exist, story tellers made them up. In M-e. where they do, they could even more easily be used by story-tellers as an image of something terrible and implaccable, as Helm was as he sought his vengeance. The logic would be: Trolls exist, if there was a breed that was especially suited to harsh winters in the mountains, they'd be like King Helm was, so I'll describe Helm as a Snow Troll.

I think Snow Trolls (as well as Hill Trolls of the Ettenmoors, and possibly Stone-Giants) are the saem as Stone Trolls, but I'm really not sure.