Continuity mistake: When Vorenus ask Eranus where his children are, Vorenus raises both his arms. When it cuts, they are down.
Factual error: Cicero's secretary, Tiro, is seen throughout the series wearing a plaque around his neck marking him as a slave, and here Cicero tells him, "You've been freed in my will". However, Tiro was freed in 53 BC, several years before the events depicted in the series.
Answer: According to wikipedia, Pompey's children are all from his third wife, Mucia Tertia. Julia is his fourth wife. See: http://en.wikipedia.org/wiki/Pompey#Marriages_and_offspring.
Myridon