 One of the party 's first tasks on arriving in Italy was to hand Alba over to Byron , who was living in Venice . He had agreed to raise her so long as Claire had nothing more to do with her . The Shelleys then embarked on a roving existence , never settling in any one place for long . Along the way , they accumulated a circle of friends and acquaintances who often moved with them . The couple devoted their time to writing , reading , learning , sightseeing , and socialising . The Italian adventure was , however , blighted for Mary Shelley by the deaths of both her children — Clara , in September 1818 in Venice , and William , in June 1819 in Rome . These losses left her in a deep depression that isolated her from Percy Shelley , who wrote in his notebook : 
