Nope. I was really surprised too when I heard it the first time. Sony doesn't allow it to prevent people from trolling or something. Can't really remember, but it was a stupid reason.
I wonder how many PS players with shitty names they chose when they started as a kid are out there. People grow up, people change, but they have to stick with their PSN name.
Hell I'd pay 10-20 € for a name change.