This paper studies the linear-quadratic stochastic Stackelberg differential game for jump-diffusion systems under partial information. In our problem setup, given the complete information \(\mathbb {F}\) , the partial information of the leader and the follower is constructed by \(\mathbb {H}_1 \subset \mathbb {F}\) and \(\mathbb {H}_2 \subset \mathbb {F}\) , respectively, where \(\hat{\mathbb {H}}:= \mathbb {H}_1 \cap \mathbb {H}_2 \ne \emptyset\) captures their common information. Our paper extends the problem with asymmetric information in [1], which can be regarded as a special case of this paper with \(\mathbb {H}_2 \subset \mathbb {H}_1\) and \(\hat{\mathbb {H}} =\mathbb {H}_2\) . Indeed, unlike [1], due to the presence of \(\hat{\mathbb {H}}\) , it is necessary to deal with \(\hat{\mathbb {H}}\) separately to obtain the Stackelberg equilibrium. Through the generalized maximum principles and four-step schemes of the leader and the follower, we show that the overall feedback-type Stackelberg equilibrium can be represented by the filtering state processes with respect to \((\mathbb {H}_1,\mathbb {H}_2,\hat{\mathbb {H}})\) .
