We　consider　an　n-player　non-cooperative　game　with　continuous　strategy　sets.　The　strategy　set　of　each　player　contains　a　set　of　stochastic　linear　constraints.　We　model　the　stochastic　linear　constraints　of　each　player　as　a　joint　chance　constraint.　We　assume　that　the　row　vectors　of　a　matrix　defining　the　stochastic　constraints　of　each　player　are　independent　and　each　row　vector　follows　a　multivariate　normal　distribution.　Under　certain　conditions,　we　show　the　existence　of　a　Nash　equilibrium　for　this　game.　©　2018　Elsevier　B.V.