All in all, there are way too many variables to give a definite answer. For starters, to split a water molecule, you need a perfect circuit and around 241800 joules of electricity to split one dihydrogen monoxide molecule, but if the circuit is not perfect it could take up to 50% more energy. However, since oxygen is a diatomic molecule, (more or less meaning it needs 2 more electrons to become whole) it needs to have another oxygen atom with it, so if you were to split one water molecule, you would need to split 2, so you would need about 483600 joules of electricity or more, and that's still if you have a perfect circuit. Lightning has many factors to it, but normally a good bolt produces around 5 billion joules, witch again depends on many different factors. So if you could have a perfect scenario where the two water molecules were both in the center of a bolt of lightning, and that lightning had no other molecules to react with, and all of it's energy was focused on those water molecules, then yes you could split water into hydrogen and oxygen, though you'd be stuck with two H2 and an O2. But it must be unlikely since we don't seem to have too many Hydrogen or Oxygen explosions during storms.