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Nothing to do with any other religions, but is there anything in the sources that speak about whether or not a woman could become pregnant without relations?
Due to the negative feedback, I can frame it in a halachic scenario: Suppose a betrothed virgin became pregnant without relations, would the kid be deemed a mamzer?
This is also excluding in-vitro fertilization.
Pregnant virgin, no explanation.
Virgin birth in Rabbinic literature:
The Talmud already discusses it. E.g. in Chagiga 14b and 15a it discusses a virgin birth.
Specifically, is "the virgin" allowed to marry a Cohen Gadol - the high priest who can only marry a virgin.
?שאלו את בן זומא בתולה שעיברה מהו לכהן גדול
Bottom line (in that Gemara) is that she's considered a virgin, having probably become impregnated from semen from a warm bath.
וחיישינן שמא באמבטי עיברה
Mamzer:
That Gemara does not discuss the kid's lineage, but it's assumed to be "father unknown" - Shtooki - I assume. Can't be a Mamzer since no illicit relationship was involved.
Rabbinic Judaism assumes there is always a human biological father.
Again, the specific legal term mamzer doesn't mean "out of wedlock." It means "the product of two Jews whose union was adulterous or incestuous." (For certain categories of "incestuous.")
If a married pregnant becomes pregnant while her husband's been away at sea for over a year, we assume that there is a biological father who is not her husband.
(We give it up to one year; there are bell curves that show some fraction of a percentage of pregnancies [not necessarily viable ones] that can go up to that long.)
Absent any other information, though, the child would not have the specific laws of a mamzer: if a Jewish married woman has an affair with a non-Jewish man, the resulting child does not have the rules of a mamzer. That penalty was instituted specifically for the case where both biological parents were Jewish. In today's world it's more often likely the biological father is a non-Jew.
There's also discussion about the possibility of artificial insemination (the Talmud talks about the theoretical case where there was sperm in the bath water) or in-vitro fertilization. 20th Century rabbinic authorities debated whether a mamzer is generated by this scenario, if the mother was married and the sperm donor is a Jewish man not married to her. If a single woman gets artificially inseminated it's not a product of "adultery", so the child is again not a mamzer per se.
Absent any other information, we don't need to go there because maybe the biological father isn't Jewish.
Contemporary Jewish medical ethicists have discussed if we can prove via DNA that someone's biological parentage is a married Jewish woman and a specific Jewish man who wasn't her husband, would that give the child the status of mamzer or would we still allow for the possibility of artificial insemination / IVF. (Of course if we knew she'd undergone fertility treatments, a lab mix-up is certainly plausible.)
To preface: I know that you're not talking about ivf. But nevertheless, the reason given here still applies to your case, being that there's no giluy aroyos (illicit relations). No, the child isn't a mamzer being that a mamzer is only because of gilui aroyos. http://www.torahlab.org/family/article/invitro_fertilization/
Status of Child: The Mamzer Issue It seems clear that the seed of a father fertilizing that of his wife presents no status questions for the child, even if the process takes place in an unnatural way. The questions arise however, with donor sperm. The first issue that comes to mind is that of a mamzer. Let us define the word. A married woman who has an affair with a Jewish man other than her husband is guilty of adultery. Any child from such a union is a mamzer. If a Jewish woman has an affair with a non-Jewish man, even though this is sinful behavior, the child is not considered a mamzer. Likewise, a child born out of wedlock is not a mamzer. Suppose that a woman is impregnated by a Jewish man other than her husband, but through unnatural means such as A.I.D. (Artificial Insemination Donor). It would appear that we have all the ingredients of a mamzer; with the exception on one � sin. The Smak concludes that the mamzer is a result of the sin of gilui arayoth, uncovering the nakedness of a married woman. This is not an ethical consideration but a halachic one. A sin that carries the punishment of kares, excision, results in a child who is a mamzer. Most halachic experts agree with the Smak that an A.I.D. child is not considered a mamzer.
What I'm focusing on to answer the question is this:
It would appear that we have all the ingredients of a mamzer; with the exception on one � sin. The Smak concludes that the mamzer is a result of the sin of gilui arayoth, uncovering the nakedness of a married woman. This is not an ethical consideration but a halachic one. A sin that carries the punishment of kares, excision, (which is by illicit relations) results in a child who is a mamzer.
So in your case: no illicit relation so no mamzer
