A CyclicDependency in a mathematical type hierarchy. Most math seems to follow an AcyclicDependenciesPrinciple.
RussellParadox is an example of what the poster means; a set whose definition refers to itself. Many SetTheorys (there are several different ones) exclude such things in order to avoid the paradox.
Fkk (see GoedelsIncompletenessTheorem) is another example of a StrangeLoop. Interestingly enough, most mathematicians still consider Fkk a valid sentence in FirstOrderLogic, even though Goedels theorem is kindasorta analogous to RussellParadox...