Hi romesaz - the most common snow helmet certification is the ASTM F2040. Most/nearly all snow helmets sold meet this certification, so look for in the description and/or on a sticker on the inside of the helmet. There is also the European standard CE EN1077. You'll find a lot of helmets that meet the CE EN standard, but not the ASTM standard (ASTM is a U.S. based standard). That's ok, and you can still be confident the helmet has achieved a protective standard. Yes, you can try to find a helmet that meets the SNELL snow standard, but fewer and fewer manufacturers pursue that certification these days.
If you want a helmet that meets a safety standard for snow use, look for the ASTM F2040 or CE EN1077 cert. The snow standards differ from bike, skateboard, and others in some technical details, but mostly in test conditions like colder temperature ranges and amount of moisture present.