At the moment (once you fix the compilation error) you would be returning a list of Children. Assuming that in your original code you meant to break as soon as you find a children under 10, the equivalent could look like:
allPersons.stream()
//filter females
.filter(p -> p.getGender() == GenderEnum.Female)
//only keep females with at least one child < 10
.filter(f -> f.getChildren().stream()
.anyMatch(c -> c.getAge() < 10))
//return a list with the result
.collect(Collectors.toList())
And indeed as commented below, you could use a few static imports, add helper methods and refactor the original code to make it more readable:
allPersons.stream()
.filter(this::female)
.filter(this::hasChildrenUnder10)
.collect(toList())
//...
private boolean female(Person p) { return p.getGender() == Female; }
private boolean hasChildrenUnder10(Person parent) {
return parent.getChildren().stream()
.anyMatch(c -> c.getAge() < 10));
}