Martingales.......?

How one would have guessed that martingales play one of the most important roles in so many applications of probability theory, stochastic modeling etc..... To take Financial mathematics as an example I have to say that the theory of arbitrage, portfolio theory or risk theory ...etc....could not exist without the theory of martingales. To agree on what is said on most probability books I have to say that martingales play the role of constant functions in probability theory. The whole Ito calculus or stochastic calculus could not be derived or less alone worked with, without the martingales, supermartingales and submartingales. Potential theory, in pure analisys or in probability theory, explore in some way the theory of martingales, local and stopping times and the numbered theorems of the convergence criteria for martingales. All of this should be enough to convince someone to start reading about Martingales and Smartingales.....:)