  The paper is concerned with a zero-sum Stackelberg stochastic
linear-quadratic (LQ, for short) differential game over finite horizons. Under
a fairly weak condition, the Stackelberg equilibrium is explicitly obtained by
first solving a forward stochastic LQ optimal control problem (SLQ problem, for
short) and then a backward SLQ problem. Two Riccati equations are derived in
constructing the Stackelberg equilibrium. An interesting finding is that the
difference of these two Riccati equations coincides with the Riccati equation
associated with the zero-sum Nash stochastic LQ differential game, which
implies that the Stackelberg equilibrium and the Nash equilibrium are actually
identical. Consequently, the Stackelberg equilibrium admits a linear state
feedback representation, and the Nash game can be solved in a leader-follower
manner.
