  In this paper, we deal with a class of backward doubly stochastic
differential equations (BDSDEs, in short) involving subdifferential operator of
a convex function and driven by Teugels martingales associated with a L\'evy
process. We show the existence and uniqueness result by means of Yosida
approximation. As an application, we give the existence of stochastic viscosity
solution for a class of multivalued stochastic partial differential-integral
equations (MSPIDEs, in short).
