If in doubt; look at the Reference example...

It looks to me like you haven't really understood where a function/method begins and where it ends...  To clarify:

a method declaration works as follows:

1. [returnType] methodName() {
2.   //  method statements all occur within the {braces}
   
3.   // if returnType is not void:
4.   return [returnType]
5. }

The point is that the 'beginning' of draw() starts after the opening brace: {
...So the end of draw() occurs just before the closing brace: }

So you probably want something along the lines of:

1. void draw() {
     ellipse (mouseX, mouseY,50,50);   
2.   saveFrame("output.png") ;
3. }
   

I have tryed this :

it's ok!

Well since the code in draw is being run at the default frameRate of 60fps (or as close to this as Processing can manage) you're now trying to repeatedly save a new image to the same file which could well lead to problems.  So you either want to save to a new file each frame (though bear in mind this means you'll land up producing a lot of image files in your sketch folder!) or perhaps at some given event.  Here's an example incorporating both:

1. void setup() {
2.        size(400, 400);
3.        stroke(255);
4.        background(192, 64, 0);
5. }
6. 
   
7. void draw() {
8.   line(150, 25, mouseX, mouseY);  
9.   // generate a unique file name and therefore a new image file.
10.   // This creates a LOT of image files!
11.   //saveFrame("output_####.png");
12. }
13. 
    
14. void mousePressed(){
15.   saveFrame("mouse_output_####.png");
16. }

Edit: I just updated the code having read the saveFrame reference (not something I've used before); which is perhaps what you (and I) should have done in the first place ;)
Turns out you can generate a unique filename simply by inserting a few # symbols to the string: these are automatically replaced with the frame number.  Because you hadn't included these and were overriding the default filename you were trying to save over the same file...