Limit theorems on large deviations for semimartingales

We consider a sequence of semimartingales, Each X n is a weak solution to an Ito equation with respect to a Wiener process and a Poissonian martingale measure, and is in general a non-Markovian process. For this sequence, we prove the large deviation principle in the Skorokhod space . We use a new approach based on the concept of exponential tightness. This allows us to establish the large deviation principle under weaker assumptions than before