As I recall, there's a few different sources that say different things. If you read the booklet that comes with the game, the blurb about Ashe claims she's an only child.

However, if you take an airship to Rabanastre and ask the bangaa selling drinks for a 'Rabanastre' he'll tell you that Ashe had either seven or nine brothers (I can't remember which). (If you talk to him on any flight, he'll tell you more about the city you're flying to). As for her brothers, I'm pretty sure they're dead, but I'm not sure if we're told /how/ they died. Maybe the Dalmascan throne goes to the women? I don't know.