On page 217 of the book Probability Essentials By Jean Jacob and Philip Protter found an issue that can not do, is about martingales and stopping times. If anyone has any tips on how to do, I'd appreciate it a lot:
$$E \{ E (Y\mid F_T)\mid F_S\} = E \{ E (Y\mid F_S)\mid F_T\} = E (Y\mid F_{T \wedge S})$$
$T$, $S$ are stopping times.