  The paper concerns itself with establishing large deviation principles for a
sequence of stochastic integrals and stochastic differential equations driven
by general semimartingales in infinite-dimensional settings. The class of
semimartingales considered is broad enough to cover Banach space-valued
semimartingales and the martingale random measures. Simple usable expressions
for the associated rate functions are given in this abstract setup. As
illustrated through several concrete examples, the results presented here
provide a new systematic approach to the study of large deviation principles
for a sequence of Markov processes.
  Keywords: large deviations, stochastic integration, stochastic differential
equations, exponential tightness, Markov processes, infinite dimensional
semimartingales, Banach space-valued semimartingales
