Exemplo

public static abstract class StopSafeRunnable implements Runnable {
public final void run() {
while ( !stopped ) {
doRun();
}
}
public void stop() {
stopped = true;
}
public boolean isStopped() {
return stopped;
}
protected abstract void doRun();

private boolean stopped = false;
}

public static void main(String[] args) {
StopSafeRunnable runnable = new StopSafeRunnable() {
public void doRun() {
System.out.println( "Hello World" ); //$NON-NLS-1$
try { Thread.sleep( 1000 ); } catch (InterruptedException e) {}
}
};
Thread thread = new Thread(runnable);
thread.run();
try { Thread.sleep( 3000 ); } catch (InterruptedException e) {}
runnable.stop();
}

Solução

Evite chamar java.lang.Thread.run(). Chamar esse método é uma forma incorreta de iniciar um encadeamento e apenas java.lang.Thread.start() deve ser utilizado para isso.

public static abstract class StopSafeRunnable implements Runnable {
public final void run() {
while ( !stopped ) {
doRun();
}
}
public void stop() {
stopped = true;
}
public boolean isStopped() {
return stopped;
}
protected abstract void doRun();

private boolean stopped = false;
}

public static void main(String[] args) {
StopSafeRunnable runnable = new StopSafeRunnable() {
public void doRun() {
System.out.println( "Hello World" ); //$NON-NLS-1$
try { Thread.sleep( 1000 ); } catch (InterruptedException e) {}
}
};
Thread thread = new Thread(runnable);
thread.start();
try { Thread.sleep( 3000 ); } catch (InterruptedException e) {}
runnable.stop();
}