Sure you can, why not? See an epic as something large. Suppose you work - to take the most common example - in 2 week sprints ... If you weren't able to split an epic across multiple sprints, you would require huge staff capacity in order to get it done.
JIRA Software's Epic reports also show you a forecast of how many sprints it will probably take based on your progress over previous sprints. So this is just common practice.
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