It's possible, but it's just unlikely. Things behave as if they have existence independent of my mind--what I think about them, what I believe about them, what I remember or don't remember about them, what I know about them, etc. Take the concept of "object permanence," for example.

Saying that, you can't prove that it's not all in your mind. As long as you accept that there could be contents of your mind you're not aware of (like your subconscious), it's possible that everything you're not currently consciously aware of resides within that realm of mind. It's also possible that all that "exists" (whatever that might mean) is what you're perceiving right now and there's some function of your mind that generates and presents you with experiences that plausibly come from some grander reality. Of course, even then, there would have to be a part of your mind you're not aware of: the part that generates experiences and ensures that they're coherent with each other as they would be given an external reality.

That being said, I believe everything is ultimately life, and life is another word for consciousness, and mind is an inherent property of consciousness. I believe the physical world is (probably) either a projection of consciousness or a particular, odd perspective on it--perhaps a perspective on a consciousness that's been reduced for some reason to an extremely low frequency. And I also believe that, while there are many levels of differentiation, ultimately we're all one. So, you could say that, in an ultimate sense, I do believe hat the whole world is in "my" mind.