Allah Ta'ala has informed us that Prophet Isa 'alaihissalam was born to his mother (Maryam) without the process of marrying a man. That is, he was born without a father. And that is not something that is impossible for Allah 'Azza wa Jalla.
Allah Ta'ala said:
إِنَّ مَثَلَ عِيسَىٰ عِندَ اللَّهِ كَمَثَلِ آدَمَ ۖ خَلَقَهُ مِن تُرَابٍ ثُمَّ قَالَ لَهُ كُن فَيَكُونُ
"Verily, the parable (creation) of Jesus with Allah, is like (creation) of Adam. Allah created Adam from the ground, then Allah said to him, "Be", then be he. " (Ali 'Imron: 59)