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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 processand a Poissonian martingale measure and is in general non-Markovian process.For this sequence, we prove the large deviation principle in the Skorokhodspace $D=D_{[0,\infty)}$. We use a new approach based on of exponentialtightness. This allows us to establish the large deviation principle underweaker assumptions than before.

Limit theorems on large deviations for semimartingales