candle cannot be lit in the space, because without air (oxygen) even a matchstick can not ignite. Still, assume that the candle is in a space shuttle or space station where there is man-made atmosphere. Assume further that there is sufficient oxygen in that atmosphere. Matchstick will certainly ignite and if immediately applied on candlewick it will also burn, but soon it will go out. It will not continue to burn even if there is sufficient oxygen in the atmosphere of the space station. The reason is, in spite of oxygen in the air, there is no force of gravity in space. When a candle is lit on earth its flame heats up surrounding air. Hot air due to its light weight travels upward, pulling the flame up with it. Heavier fresh air moves in to replace the heated air near the burning wick. This is how a constant supply of fresh oxygen keeps the flame burning.
However, in space there is no difference between a light object and heavy. Cool air is not a whit heavier and the air heated by the flame is not lighter than the surrounding air. Therefore, heated air does not go up and does not make room for the heavier, fresh, oxygenated air. As oxygen in the air surrounding the flame gets used in combustion, the flame would go out.