  Generalized Large deviation principles was developed for Colombeau-Ito SDE
with a random coefficients. We is significantly expand the classical theory of
large deviations for randomly perturbed dynamical systems developed by Freidlin
and Wentzell.Using SLDP approach, jumps phenomena, in financial markets, also
is considered. Jumps phenomena, in financial markets is explained from the
first principles, without any reference to Poisson jump process. In contrast
with a phenomenological approach we explain such jumps phenomena from the first
principles, without any reference to Poisson jump process.
