Like you said, I think the obvious answer should be yes because you created the dream with your own mind. Unless you were sharing a dream with someone else with one of those dream machines used in the movie Inception, I think it would be hard to say that you are not laughing at your own joke when dreaming. In a dream, 'you' may find yourself in an environment where there seem to be other people and/or fictional characters with you but who are 'you' really interacting with? I think the way you approach this question determines the answer for yourself.

It seems that in dreams, you can have a sense of individuality. A belief that you are a separate entity from everything else in your dream but I don't think there is any doubt that you are reconstructing these other entities yourself. If the reconstruction is based on experiences you had with someone when you were awake and their thoughts have reconstructed themselves in your dream then maybe it is not so ridiculous to say that you are not laughing at your own joke. But then again, who is to say that your own thoughts aren't having an influence on the actions that those other entities are taking? I guess that would involve a whole conversation on lucid dreaming...