  We prove a large deviation principle for stochastic differential equations
driven by semimartingales, with additive controls. Conditions are given in
terms of characteristics of driven semimartingales, so that if the
noise-control pairs satisfy a large deviation principle with some good rate
function, so do the solution processes. There is no joint exponential tightness
assumption for noise-control-solution triplets and no uniform exponential
tightness assumption for noise.
