  This paper is concerned with the stochastic Hamilton-Jacobi-Bellman equation
with controlled leading coefficients, which is a type of fully nonlinear
backward stochastic partial differential equation (BSPDE for short). In order
to formulate the weak solution for such kind of BSPDEs, the classical potential
theory is generalized in the backward stochastic framework. The existence and
uniqueness of the weak solution is proved, and for the partially non-Markovian
case, we obtain the associated gradient estimate. As a byproduct, the existence
and uniqueness of solution for a class of degenerate reflected BSPDEs is
discussed as well.
