  We 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 It\^o 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.
