Ajahn Brahm thinks it is impossible or rather very unlikely
. At least according to his definition of jhana. However, he sometimes recounts a story of a Thai monk who used to get into jhana while doing walking meditation and that he always returned with lots of bruises and scratches because he wouldn't notice bumping into trees etc.
As Kenshou said, I also think it is possible to develop jhana factors while walking, but the degree of absorption will be different to sitting meditation. It basically all comes down to how you define jhana
, I think.