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The function \\(H\\) is a deterministic Lipschitz function. The coefficients \\(f(z,\\eta,x)\\) and \\(b(z,\\eta,x)\\) and the partial derivatives \\({\\partial f\\over\\partial z_1}\\), \\({\\partial f\\over\\partial z_2}\\) and \\({\\partial^2 f\\over\\partial z_1 \\partial z_2}\\) are supposed to be Lipschitz functions in all their variables. The proof of this result is based on the \\textit{R. Azencott}'s method for diffusion process [in: \u00c9cole d'\u00e9t\u00e9 de probabilit\u00e9s de Saint-Flour VIII-1978. Lect. Notes Math. 774, 1-176 (1980; Zbl 0435.60028)]. The required exponential inequality for the stochastic integral \\(\\int_{[0,z]} f(z,\\eta,X^{\\varepsilon}(\\eta)) W(d\\eta)\\) is obtained by expressing this integral as a representable two-parameter semimartingale in the sense of \\textit{E. Wong} and \\textit{M. Zakai} [Ann. 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