Before revision:  The drift function and the volatility function are assumed to be time-dependent and locally \omega-continuous for some modulus of continuity \omega. The main results obtained in the paper are sample path and small-noise large deviation principles for the log-price process in a  Gaussian model under very mild restrictions.
After revision:  The main results obtained in the paper are sample path and small-noise large deviation principles for the log-price process in a Gaussian model under very mild restrictions.