  In this paper, we consider the mean field game with a common noise and allow
the state coefficients to vary with the conditional distribution in a nonlinear
way. We assume that the cost function satisfies a convexity and a weak
monotonicity property. We use the sufficient Pontryagin principle for
optimality to transform the mean field control problem into existence and
uniqueness of solution of conditional distribution dependent forward-backward
stochastic differential equation (FBSDE). We prove the existence and uniqueness
of solution of the conditional distribution dependent FBSDE when the dependence
of the state on the conditional distribution is sufficiently small, or when the
convexity parameter of the running cost on the control is sufficiently large.
Two different methods are developed. The first method is based on a
continuation of the coefficients, which is developed for FBSDE by Hu and Peng
\cite{YH2}. We apply the method to conditional distribution dependent FBSDE.
The second method is to show the existence result on a small time interval by
Banach fixed point theorem and then extend the local solution to the whole time
interval.
