I recently read a book called "Don't Believe Everything You Think" by Joseph Nguyen which tackles this problem directly through a bit of mindfulness and eastern philosophy. In the book, he starts by distinguishing between "thoughts" and "thinking" and outlines how/why he believes the latter ultimately leads to most self-inflicted human suffering.
He has some techniques in the book for trying to break the cycle of rumination, but ultimately it comes down to willpower and repetition. As someone going through/coming out of serious depression for the past month, even if I'm able to stop my own rumination, if its severe or overwhelming enough, it will likely come back very soon if not immediately. I think time and healthy distractions are great complements.
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