  The work concerns a type of backward multivalued McKean-Vlasov stochastic
differential equations. First, we prove the existence and uniqueness of
solutions for backward multivalued McKean-Vlasov stochastic differential
equations. Then, it is presented that their solutions depend continuously on
the terminal values. Finally, we give a probabilistic interpretation for
viscosity solutions of nonlocal quasi-linear parabolic variational
inequalities.
