To get a full answer you should really get in touch with the owner of the app, because it does really depend on how their track is constructed and how they intend it to work. I have one 50-minute sleep track which takes you down into delta (http://www.mindamend.com/shop/sleeping-and-dreaming/sleep-induction-isochronic-tones/) and that is designed to just get you to sleep, so you just let play until the end. If you played that track on repeat it might make you jump and wake you up, as the track begins at a higher frequency. I have another 8-hour sleep track which is meant to be played all throughout the night (http://www.mindamend.com/shop/sleeping-and-dreaming/deep-sleep-8-hour-sleep-cycle/). So it does depend on the individual track you are using.
Neural oscillations are rhythmic or repetitive electrochemical activity in the brain and central nervous system. Such oscillations can be characterized by their frequency, amplitude and phase. Neural tissue can generate oscillatory activity driven by mechanisms within individual neurons, as well as by interactions between them. They may also adjust frequency to synchronize with the periodic vibration of external acoustic or visual stimuli.