  This paper is concerned with a linear quadratic stochastic Stackelberg
differential game with time delay. The model is general, in which the state
delay and the control delay both appear in the state equation, moreover, they
both enter into the diffusion term. By introducing two Pseudo-Riccati equations
and a special matrix equation, the state feedback representation of the
open-loop Stackelberg strategy is derived, under some assumptions. Finally, two
examples are given to illustrate the applications of the theoretical results.
