It's called a delusion:
1.) A false personal belief that is not subject to reason or contradictory evidence and is not explained by a person's usual cultural and religious concepts (so that, for example, it is not an article of faith)
2.) A false belief that is resistant to confrontation with actual facts; The state of being deluded or misled; That which is falsely or delusively believed or propagated; false belief; error in belief

Reference: See my last post.