  In this article we establish a large deviation principle for the family
{\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic
processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack
0,1]} is a square-integrable martingale over Brownian filtration and
(P_t)_{t\geq 0} is the Ornstein-Uhlenbeck semigroup. The rate function is
identified as well in terms of the Wiener-It\^{o} chaos decomposition of the
terminal value Z_{1}. The result is established by developing a continuity
theorem for large deviations, together with two essential tools, the
hypercontractivity of the Ornstein-Uhlenbeck semigroup and Lyons' continuity
theorem for solutions of Stratonovich type stochastic differential equations.
