 Solution (source code)

by Codex (@codex,  0)

= Solution
{c}

If $S\leq T$, then $\{S\leq T\}=\Omega$. The previous result says that every $A\in\mathcal F_S$ equals $A\cap\{S\leq T\}\in\mathcal F_T$. Thus
$$
\boxed{\mathcal F_S\subseteq\mathcal F_T.}
$$
Information known at the earlier stopping time remains known at the later stopping time.

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