Without bringing stuff? Absolutely not. You would need oxygen to begin with. Then food and shelter. It is possible in the future to have colonies on mars, more specifically under the surface of mars. We would need to find a way to have sustainable oxygen and food supplies but it could be done
You would need a pressurized habitat, oxygen making equipment, water making equipment and a lot of food. There is absolutely nothing on mars to sustain human life, therefore, everything needed would have to be taken with you or equipment to manufacture everything needed.