$R$ and $Q$ are two stopping times for a filtration $(\mathcal{F}_k)_k.$ Show that, almost surely
$$E[E[X|\mathcal{F}_{Q}]|\mathcal{F}_R]=E[X|\mathcal{F}_{\min(R,Q)}]$$
Do you suggestions how to deal with it? it doesn't seem obvious that the left hand side is $\mathcal{F}_{\min(R,Q)}=\mathcal{F}_R \cap\mathcal{F}_Q$-measurable, Do we need a $\pi$-system to deal with it?