This article examines the response of the Soviet mathematical community to the geographical restrictions, physical barriers, political and administrative pressures, and conceptual constraints that they faced from the 1950s through the 1980s. Many talented mathematicians with “undesirable” ethnic or political backgrounds encountered discrimination in admission to universities, employment, travel to conferences abroad, etc. The mathematical community in response created a parallel social infrastructure, which attracted young talent and provided support and motivation for researchers excluded from official institutions. That infrastructure included a network of study groups (“math circles”), correspondence courses, math competitions, specialized mathematical schools, free evening courses for students barred from top universities, pure math departments within applied mathematics institutions, and a network of open research seminars. A community emerged in which mathematics became a way of life, work and leisure converged, and research activity migrated from restrictive official institutions to the private spaces of family apartments or dachas. In the informal community of Soviet mathematicians, a specific “moral economy” operated, which relied on a network of friendly connections and on an exchange of favors. The various external constraints further strengthened personal ties, encouraged mutual help, and fostered close friendships in the community. Although excluded from elite privileges, the “parallel world” of Soviet mathematics cultivated an ethos of noble rejection of career ambitions, material rewards and official recognition in order to pursue the highest ideals of mathematical truth. This way of life, which opposed the bureaucratic spirit of official institutions, was often perceived by its participants as a “mathematical paradise.”