Well, technically the term "parallel worlds" is something of a misnomer, because it's entirely possible for two or more worlds to have plenty of overlaps without actually being considered parallel. Like, there's a bunch of worlds out there with near-identical history to mine up until the modern age, but they're still completely separate worlds.

[Identical to a scary degree, if some of the history books she's found here are anything to go by.]

But I did meet a researcher once who used the term "key strand" to describe worlds that have parallel universes. Apparently, those worlds are actually just splinters of the initial "key strand" world -- so they may have actually been just one world at some point in the way distant past. Buuut that stuff involves really messy things like time travel, which is a whole different field that I'm not even going to pretend to understand.