The name Jesus is the Anglicized version of the Greek name Iesous, which is the name used in the God-breathed New Testament. In Old Testament Hebrew, the name was Yehoshua or the shorter form Yeshua. So I guess it all depends on what language you are speaking. If Hebrew, Yeshua is the name. If Greek, it is Iesous. If English, Jesus. Since Jesus understands all languages, He is certainly able to recognize His name in any language.
More important than how a person pronounces His name is knowing who He is. In Acts 19, the seven sons of Sceva tried to cast out a demon using the name Iesous. But the mere fact that they called on the correct name was not enough. The caller must be in relationship to the One being called upon.