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Lecture 4, Sola Fide: Lady Jane Grey & the Rediscovery of Justification by Faith:

After witnessing the remarkable deliverance of Paul and Silas from his prison, the Philippian jailer cried out to Paul, “What must I do to be saved?” (Acts 16:30). They responded, “Believe in the Lord Jesus, and you will be saved, you and your household” (v.31). Their exhortation to the Philippian jailer demonstrates that salvation comes through grace by faith alone. The Word of God is replete with similar assertions, and these instances enabled Lady Jane Grey to confront death with confidence that the salvation of her soul rested in the hands of her Savior and not her own.