As published in The Astrophysical Journal Letters, astronomer Amir Siraj presents a mathematical argument outlining the probability that a rogue planet about the size of Mars exists in the outer solar system. via SyFy
There is no empirical evidence that another planet exists beyond the orbit of Pluto, and Siraj offers only a statistical foundation for the possibility. Next steps should involve an attempt to locate and directly observe any such planets. That might be achieved with the Vera C. Rubin Observatory, currently being built in Chile, provided that the hypothetical captured planet is close enough, bright enough, and visible from the Southern Hemisphere.