Short answer: it is usually not stubbornness. Terriers were bred for jobs that needed persistence, so a dog who keeps going is doing what the breed was made to do.
The AKC describes terriers as feisty and energetic dogs developed for particular jobs, such as pursuing quarry underground or digging. It links the group with feisty persistence. Short-legged terriers are often called earthdogs.
Work with the persistence instead of against it. Keep sessions short and rewarding, and give your dog a legal outlet for the instinct, such as a digging spot or a search game. See digging up the yard and find the toy.
Do not punish a terrier for being determined. See management first for how to set up the home so the wrong choice is hard.
If your terrier is aggressive or cannot settle, ask a qualified reward-based trainer for help.
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