An Integer object is immutable, any change in an existing object will create a new object. So after a++, a new object will be created and a will start pointing to that new object while b is still pointing to the old object. Hence, after a++, a and b are pointing to different objects and a == b will always return false.
with respect to the mentioned example :   
Integer a; //created Integer reference   
Integer b;  //created Integer reference  
a = new Integer(2);//created new Integer Object and a reference is assigned to that new object   
b = a;//b also start pointing to same Integer object   
if(b == a) { // b==a will be true as both are pointing to same object   
System.out.println("Strange");   
}
a++; //after a++ , a new Integer object will be created (due to Integer immutablity and a will point to that new object while b is still pointing to old), so b==a will be false   
if(b == a) { 
System.out.println("Stranger"); 
}   
a--; //again a new Integer Object will be created and now a will start pointing to that new Object , so b==a will be false   
if(b == a) { 
System.out.println("Strangest");
}