What do you mean by "stop application"? Stop what: Navigation? All threads in app? Current method execution?
I suppose, you're talking about "continue working after an exception was thrown". In this case, you need only catch block, it will prevent your app from crashing. However, if you work in the Debug mode, you'll see the info about this error in a separate page, that's normal behaviour, it won't be visible in release app.
[updated]
If you want to prevent firing all code below the catch block, you should just call
return in it.
i.e.
catch
{
return;
}