So, firstly using the chain rule once;
\begin{eqnarray}
\frac{\partial z}{\partial s} &=& \frac{\partial g}{\partial x}\frac{\partial x}{\partial s} + \frac{\partial g}{\partial y}\frac{\partial y}{\partial s} \\
&=& \frac{\partial g}{\partial x} +t \frac{\partial g}{\partial y} \\
\end{eqnarray}
So, now we use the chain rule a second time by applying it to the above, namely
\begin{eqnarray}
\frac {\partial^{2} g}{\partial s \partial t} &=& \frac{\partial^{2} g}{\partial x^{2}}\frac{\partial x}{\partial t}+\frac{\partial^{2} g}{\partial x \partial y} \frac{\partial y}{\partial t} + \frac{\partial g}{\partial y} + t \left( \frac{\partial^{2} g}{\partial x \partial y} \frac{\partial x}{\partial t} + \frac{\partial g}{\partial y^{2}}\frac{\partial y}{\partial t} \right) \\
&=& \frac{\partial^{2} g}{\partial x^{2}} + \frac{\partial^{2} g}{\partial x \partial y}s + \frac{\partial g}{\partial y} + t \left( \frac{\partial^{2} g}{\partial x \partial y} + \frac{\partial g}{\partial y^{2}}s \right) \\
&=& \frac{\partial^{2} g}{\partial x^{2}} + \frac{\partial^{2} g}{\partial x \partial y}(s+t) + st \frac{\partial^{2} g}{\partial y^{2}} \\
&=& \frac{\partial^{2} g}{\partial x^{2}} + x\frac{\partial^{2} g}{\partial x \partial y} + y \frac{\partial^{2} g}{\partial y^{2}}
\end{eqnarray}
Job done.
EDIT: @Kevin is correct, I needed to replace full derivaties w.r.t $s, t$ with partials. The remaining parts of the answer is correct. I would reply to Kevin as a comment about this but the "add comment" function on my PC seems to be disabled.