This talk is concerned with a kind of stochastic linear-quadratic Stackelberg differential game with overlapping information. Here the term “overlapping” means that the follower's and the leader's information have some joint part, while they have no inclusion relation. Optimal controls of the follower and the leader are obtained by the stochastic maximum principle, the direct calculation of the derivative of the cost functional and stochastic filtering. A new system of Riccati equations is introduced to represent the state feedback of the Stackelberg equilibrium strategy.（Joint work with Prof. Guangchen Wang and Prof. Jie Xiong.）