The question of interstellar comets is a fascinating and difficult topic since we are discussing a population of objects which we have never seen, and perhaps will never see. Yet we know that interstellar comets must exist. The Solar System “leaks” comets into interstellar space due to planetary and other perturbations, and there are reasons to expect that the same process goes on also in many other planetary systems around other stars. Therefore a population of “lost” comets must exist.

Source : Origin of oort cloud comets in the interstellar space Celestial Mechanics and Dynamical Astronomy, Vol. 54, pages 37–48

The paper cited above is from 1992 - since then, two comets ( 1I/ʻOumuamua and 2I/Borisov ) have been discovered which have orbits suggesting that they have origins outside the Solar System.

The numbers of such interstellar comets, their trajectories, and therefore the chances of them entering the Solar System is unknown - as are their origins.

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