  We consider a zero sum differential game with lack of observation on one
side. The initial state of the system is drawn at random according to some
probability $\mu_0$ on $\R^N$. Player-I is informed of the initial position of
state while player-II knows only $\mu_0$. Moreover Player-I observes
Player-II's moves while Player-II is blind and has no further information. We
prove that in this game with a terminal payoff the value exists and is
characterized as the unique viscosity solution of some Hamilton-Jacobi equation
on a space of probability measures.
