In the end, Mohamed Al Fayed decided — probably wisely — not to take further legal action over the death of his son Dodi and Diana, the Princess of Wales.

To be fair, he was running out of options. His lawyers had already made, and had rejected, a “last-minute” application for a judicial review of the coroner’s decision not to call the Queen and the Duke of Edinburgh to give evidence at the inquest. But even judicial review was a limited option.

Judicial review is a remedy that has been in the news a lot lately. It is controversial because it can be used to challenge Government decisions, including, for example, the decision by the Serious Fraud Office to halt an investigation into alleged corruption in BAE Systems arms deal with Saudi Arabia, which succeeded last week.

But it is also limited because it is nothing more than a challenge to the way in which a decision by a public body was made, rather than a ruling on the rights and wrongs of the conclusion reached.

The court will not substitute what it thinks is the correct decision; it is only really concerned that the right procedures were followed. It is important to note that it is not a substitute for an appeal once the appeal process has been exhausted.

This is what Victor Strickson found out in October last year when proceedings he brought against the police and a local authority over the death of his daughter from a drugs overdose hit the legal buffers.

Mr Strickson's case was struck out and all appeals failed. He attempted to continue his claim by seeking a judicial review. However, the court pointed out in refusing permission that a distinction has to be drawn between a case whereby the judge simply gets it wrong — even extremely wrong — on the law, the facts or both (in which case the appeal procedure is appropriate) and a case whereby the judicial process itself had been “frustrated or corrupted” (in which case judicial review is an option).

The reality is, the legal process eventually has to come to an end, even though it may leave some unconvinced and frustrated. In Scotland, there is a third type of verdict: “not proven”, which means a defendant may be guilty but the prosecution has failed to prove it. But this has not been taken up in other jurisdictions in the UK. Such a verdict brings continued uncertainty, which does not serve anyone.

Whatever the circumstances, the law demands finality, even if there are those who will never accept its conclusions.

Stephen Gerlis is a district judge at Barnet County Court

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