2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/95358We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an Itô equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For this sequence, we prove the large deviation principle in the Skorokhod space $D=D_{[0,\infty)}$. We use a new approach based on of exponential tightness. This allows us to establish the large deviation principle under weaker assumptions than before.Probability60F10text