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Yes - there is US-France tax treaty.
Here is a list of tax treaty documents - http://www.irs.gov/businesses/international/article/0,,id=169505,00.html
Convention, remuneration, other than a pension, paid by France, a local authority thereof, or an agency or instrumentality of France or a local authority thereof (collectively the French government), to a lawful permanent resident (green card holder) of the United States, whether or not a national of France, for services provided to the French government in the United States is taxable in both France and the United States. Double taxation is relieved under paragraph 1 of Article 24 (Relief from Double Taxation).
See for reference page 30 - http://www.treasury.gov/resource-center/tax-policy/treaties/Documents/tefranceprot09.pdf
That means each country sets its own rules how pension is taxed and unless specifically excluded - generally it might be taxed by both countries.