Nyuu Jr. or Little Nyuu is a manga-only character introduced in the final chapter; she's the daughter of Kouta, bears the likeness of Yuka, named for their late friend, Nyu. Though her mother is never mentioned by name, she is virtually identical to Yuka when she was that young, and she mentions her mother getting angry at their being late, which is in character for Yuka.
In the manga
In the final chapter, after being released from the hospital, Kouta mentions a soon-to-be-lifted birth ban implemented as the world was vaccinated against the Dicloniusvirus. He is later shown to revisit the spot where he originally met Lucy when they were children, and does so every year at the end of summer. By this point, ten years have passed since Lucy's death, as noted by Kouta, leaving Nyuu to be within 8-10 years of age.
Waiting by the tree with Nyuu, Kouta almost leaves, thinking yet another year has come and gone without seeing Lucy again. Little Nyuu notices a bottle sitting by the grave of the original Lucy's Puppy, and digs it up with her father. Within it, they find a jade stone, a keepsake given to young Lucy by Kouta, and a heartfelt letter written by his old friend, whose true name he learns for the first time was Kaede. Little Nyuu reveals that she has been playing with a pair of twin girls in this same area. The girls soon emerge, stating that they have been waiting for their special friend. The reader does not see them directly in full view, but what is seen (Including hair-ribbons placed like Nyu and Nana once did to hide their horns) indicates that the girls, one of whom is named Kaede, are somehow reincarnations of the innocent Nyu and the now redeemed Lucy. Little Nyuu looks on at the twins, and Kouta is seen crying tears of joy.
Nyuu refers to herself in the third person when speaking, which was presumably done so the reader can learn she's been named for the original Nyu since her name is not mentioned elsewhere.
While either spelling for either Kaede or Little Nyuu is allowable, fandom for Elfen Lied seems to place Nyu with one U as referring to Kaede/Lucy/Nyu, and Nyuu with two U's as referring to Kouta's daughter.