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In this paper, we deal with a class of backward doubly stochasticdifferential equations (BDSDEs, in short) involving subdifferential operator ofa convex function and driven by Teugels martingales associated with a L\'evyprocess. We show the existence and uniqueness result by means of Yosidaapproximation. As an application, we give the existence of stochastic viscositysolution for a class of multivalued stochastic partial differential-integralequations (MSPIDEs, in short).

Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a L\'evy process