Abstract: The author gave the definition of stochastic processes in the probability distribution of almost automorphic. Using Yoshida approximation approach of bounded linear operator, the author proved that if the coefficients of a class of nonautonomous stochastic differential equations satisfied some dissipative conditions, it must exist only in accordance with the probability distribution of stochastic almost automorphic solutions.

Key words: probability distribution of almost automorphic solution, nonautonomous, stochastic differential equation