Sure. I mean, their existence hasn't NOT been proved, so there's a possibility. But there's also a religious aspect in that question. Ghosts are believed to be the person's soul, but many religions (mine included) technically believe the soul goes somewhere else after the body dies.
My friend, ghosts don't exist... spirits exist. I have never encountered one, but I do believe they are there... even if we can't see them. Hey, who know.. there might be even one standing right next to you :)