  This paper is concerned with a Stackelberg stochastic differential game on a
finite horizon in feedback information pattern. A system of parabolic partial
differential equations is obtained at the level of Hamiltonian to give the
verification theorem of the feedback Stackelberg equilibrium. As an example, a
linear quadratic Stackelberg stochastic differential game is investigated.
Riccati equations are introduced to express the feedback Stackelberg
equilibrium, analytical and numerical solutions to these Riccati equations are
discussed in some special cases.
