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Wang} and \\textit{X.-H. Xue} [Trans. Am. Math. Soc. 341, No. 2, 807--827 (1994; Zbl 0806.60034)] and \\textit{W. Dong} and \\textit{Z. Wang} [Proc. Am. Math. Soc. 126, No. 6, 1799--1810 (1998; Zbl 0927.60015)] obtained convergence results for one-parameter multivalued martingales. In the present paper these results are extended to the two-parameter case. Let \\((\\Omega,\\Sigma,P)\\) be a complete probability space. Let \\({\\mathfrak X}\\) be a real separable Banach space and let \\(L^p_c[\\Omega,{\\mathfrak X}]\\) \\((p\\geq 1)\\) denote the closure of the set of simple functions in \\(L^p_c[\\Omega,{\\mathfrak X}]\\) (denoting the family of measurable multifunctions \\(F:\\Omega\\to P_c({\\mathfrak X})\\) satisfying \\(\\int_\\Omega|F(\\omega)|^p P(d\\omega)< \\infty\\) (\\(P_c({\\mathfrak X})\\) being the family of all nonempty bounded closed convex subsets of \\({\\mathfrak X}\\))). For the set \\(N\\) of nonnegative integers let \\(J:= N\\times N\\). For \\(s= (s_1,s_2)\\in J\\) and \\(t= (t_1,t_2)\\in J\\), \\(s\\leq t\\) means \\(s_1\\leq t_1\\) and \\(s_2\\leq t_2\\); let \\(s\\wedge t:= (s_1\\wedge t_1, s_2\\wedge t_2)\\). \\({\\mathcal F}= ({\\mathcal F}_t)\\) \\((t\\in J)\\) is called a two-parameter filtration if, for each \\(t\\), \\({\\mathcal F}_t\\) is a sub-\\(\\sigma\\)-algebra of \\(\\Sigma\\), and \\(s\\leq t\\) implies \\({\\mathcal F}_s\\subset{\\mathcal F}_t\\). \\({\\mathcal F}\\) is called commuting if, for all \\(s\\), \\(t\\), \\({\\mathcal F}_s\\) and \\({\\mathcal F}_t\\) are conditionally independent given \\({\\mathcal F}_{s\\wedge t}\\). A two-parameter process \\((M_t)\\) \\((t\\in J)\\) is called a martingale w.r.t. the filtration \\({\\mathcal F}\\) if, for each \\(t\\), \\(M_t\\) is \\({\\mathcal F}_t\\)-measurable, \\(E[|M_t|]<\\infty\\) and \\(E[M_t|{\\mathcal F}_s]= M_s\\) a.s. if \\(s\\leq t\\). The upward case of L\u00e9vy's convergence theorem derived by the authors is then   Theorem. Let \\(p> 1\\) and \\(F\\in L^p_c[\\Omega, {\\mathfrak X}]\\). Let \\({\\mathcal F}\\) be a commuting filtration and put \\(F_t:= E[F|{\\mathcal F}_t]\\), \\(F_\\infty:= E[F|{\\mathcal F}_\\infty]\\) where \\({\\mathcal F}_\\infty\\) is the \\(\\sigma\\)-algebra generated by \\({\\mathcal F}_{(0, 0)}\\cup{\\mathcal F}_{(1,1)}\\cup\\cdots\\). Then \\(F_t\\to F\\) a.s. w.r.t. the Hausdorff metric.   The authors also obtain a variant of L\u00e9vy's convergence theorem in the downward 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