Just using shouldOverrideUrlLoading:
public class MyWebViewClient extends WebViewClient {
@Override
public boolean shouldOverrideUrlLoading(WebView view, String url) {
if (url.equals("YOURLINK")) {
Intent intent = new Intent(getContext(), YourActivity.class);
startActivity(intent);
return true; // Handle By application itself
} else {
view.loadUrl(url);
return true;
}
}
}