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In this article we establish a large deviation principle for the family{\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochasticprocesses {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack0,1]} is a square-integrable martingale over Brownian filtration and(P_t)_{t\geq 0} is the Ornstein-Uhlenbeck semigroup. The rate function isidentified as well in terms of the Wiener-It\^{o} chaos decomposition of theterminal value Z_{1}. The result is established by developing a continuitytheorem for large deviations, together with two essential tools, thehypercontractivity of the Ornstein-Uhlenbeck semigroup and Lyons' continuitytheorem for solutions of Stratonovich type stochastic differential equations.

A Large Deviation Principle for Martingales over Brownian Filtration