The unborn child of Roman Bellic and Mallorie Bardas, and first cousin once removed of Niko Bellic, is revealed after the credits of Grand Theft Auto IV. In the Deal ending, the baby's gender is revealed to be male, meaning the baby would remain male in the Revenge ending as well.
Ending of GTA IV
In the Deal ending, it is confirmed by Mallorie that she was pregnant with the son of Roman, who was killed by an assassin's stray bullet; the assassin who was sent by Dimitri Rascalov to assassinate Niko Bellic, but failed and was killed by Niko. Niko then tells her that "He will have nothing to worry about".
In the Revenge ending, Roman reveals to Niko that Mallorie is pregnant with his child, and if it is a girl, they would name her Kate, in honor of Niko's girlfriend Kate McReary, who was killed by Jimmy Pegorino; Pegorino was aiming for Niko, in retaliation for killing Dimitri Rascalov and destroying what little influence he had in Liberty City, but hit Kate instead.