Silent Snow, Secret Snow (1934) is Conrad Aiken's best known short story.

Warning: Wikipedia contains spoilers

It tells of a boy who, more and more, comes to inhabit a dream-world filled with snow, that he finds preferable to the world inhabited by his school, his classes, and his parents. It can be read either as a psychological tale of incipient madness and psychosis; or as a Symbolist tale of escape from, and rejection of, mundane reality, and a flight into a beatific dream-world.