The answer is yes in dimensions where there exists an exotic sphere. So, the answer is yes in dimensions 7,8,9,10,11,13,14,15... (In 4 dimensions the existence of such an exotic sphere hinges upon the resolution of the smooth 4-dimensional Poincare conjecture.) The logic as to why this is the case is as follows...

For any Euclidian Yang-Mills instanton I there always exists an "anti-instanton" -I such that the instanton I when "widely" separated from the anti-instanton -I yields a guage field I - I that is homotopic to the trivial gauge field A=0.

As I - I is homotopic to the trivial gauge field A=0, one must include I - I in path integrals. In such path integrals I may be centered at x and -I may be centered at y. If x and y are very distant, then this produces, by cluster decomposition, the same result as an isolated instanton I at x. This is why instantons play a role in path integrals.

Applying this logic to gravity one wishes to find an instanton J and an anti-instanton -J such that J - J is diffeomorphic to the original manifold. If there exists such a pair, then J should be interpreted as an instanton and -J as an anti-instanton.

The set of exotic spheres form a group under connected sum. Hence, for any exotic sphere E there exists an inverse exotic sphere -E such that the connected sum of E and -E is the standard sphere.

Consider now a manifold M of dimension n=7,8,9,10,11,13,14,15... As M is of this dimension, there exists an exotic sphere E of dimension n and an inverse exotic sphere -E such that the connected sum of E and -E is the standard sphere. As the connected sum of the standard sphere and M is diffeomorphic to M, these exotic spheres can be interpreted as instantons in n dimensions vis-a-vis our above argument.

This logic was first presented in section III of Witten's article Global gravitational anomalies.

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