  We consider a general time-inconsistent stochastic linear-quadratic
differential game. The time-inconsistency arises from the presence of quadratic
terms of the expected state as well as state-dependent term in the objective
functionals. We define an equilibrium strategy, which is different from the
classical one, and derived a sufficient conditions for equilibrium strategies
via a system of forward-backward stochastic differential equations. When the
state is one-dimensional and the coefficients are all deterministic, we find an
explicit equilibrium strategy. The uniqueness of such equilibrium strategy is
also given.
