I believe that a King and two Knights are able to force stalemate against a lone King (though obviously not checkmate)... but what about a King and one Knight against a lone King?
I first thought that forcing stalemate would be impossible. So I set up a random position with King+Knight vs King where the lone King was at the edge of the board, and I tried to analyze it.
The result: White can force a stalemate! The trick is the move 3. Kd2!!
[fen ""] [White "Stalemate in 9"] [Black "-"] [SetUp "1"] [FEN "8/8/8/8/8/k1KN4/8/8 w - - 0 1"] [PlyCount "17"] 1. Nb2 Ka2 2. Nc4 Ka1 (2... Kb1 3. Kd2 Ka1 (3... Ka2 4. Kc2 Ka1 5. Na3 Ka2 6. Nb1 Ka1 7. Nc3) 4. Kc1 Ka2 5. Kc2 Ka1 6. Na3 Ka2 7. Nb1 Ka1 8. Nc3) 3. Kd2 Kb1 (3... Ka2 4. Kc2 Ka1 5. Na3 Ka2 6. Nb1 Ka1 7. Nc3) 4. Kd1 Ka1 (4... Ka2 5. Kc2 Ka1 6. Na3 Ka2 7. Nb1 Ka1 8. Nc3) 5. Kc1 Ka2 6. Kc2 Ka1 7. Na3 Ka2 8. Nb1 Ka1 9. Nc3
This doesn't prove that a King and a Knight can always force stalemate against a lone King, but it at least shows that it's not completely inconceivable that King+Knight could force the stalemate.
I obviously don't want a "yes/no" answer without any evidence to back it up. I would like either an irrefutable proof or at least some very strong evidence.
One idea is to build an endgame tablebase which takes into account stalemate as a win, which is equivalent to say that White wins when he captures Black's King. There would only need to be 64x63x62 = 249984 positions.
A second idea would be to get a basic engine and modify its code so that it takes into account stalemate as a win, and you can probably also throw away most of the code of the engine to make it calculate faster. Then make it calculate King+Knight vs King in a few positions where the lone King begins at an edge of the board (but not too close to a corner). But this idea would be less convincing than the tablebase.