"I think, therefore I am". Socrates
By the very fact you question whether your existence is a figment of your own imagination or dreamt up by yourself, you have confirmed to yourself that you exist, through your thoughts.
As mentioned by undulay, it depends on what you define "existence" to be.
Either way, if you question every single element of existence and whether anything you know can be real, you denounce the possibility of obtaining "proof" in any form, rendering this discussion useless