Delete stubborn files part 2

Recently there is a file that cannot be deleted on desktop.  The file name is ayeh.

Things that I tried
1.  Remove the file using the delete button
2.  Drag the file to the recycle bin
3.  I tried to delete the using file assassin

But always it says the file does not exists

Solution

1. Goto command prompt
2. Goto file location C:\xxxx\xxxx\Desktop
3.  Type del ayeh.???