From Longman Dictionary of Contemporary Englishstub something ↔ out phrasal verbSTOP something THAT IS HAPPENINGto stop a cigarette from burning by pressing the end of it against something → stub→ See Verb table
Examples from the Corpus
stub out• Coughing, Mate stubbed his cigar out before starting to fiddle with the equipment.• Lili had already smoked three cigarettes and stubbed them out in her saucer, devil-may-care, and Mrs Monro had said nothing.• And some one had just stubbed a cigarette out in Niki's cake. 