Can you explicitly explain why any s.t. $S_n$ must be constant on $\{S_n<T\}$?
I understand that $S_n$ to be a s.t. $\{S_n\leq t\}\in F_t$ and $F_t$ is generated by sets of omegas for which ${T\leq s}$ for any $s\leq t$. Can't understand how they are related.