Magic the Gathering: Hero's Blade vs Lightning Bolt
Yes, you can. Hero's Blade's ability triggers "Whenever a legendary creature enters the battlefield under your control," which means that the order of events goes like this:


Your opponent casts Yisan
Yisan finishes resolving and enters the battlefield. This causes the Hero's Blade's ability to go on the stack. At this point, Yisan is on the battlefield
You respond to the triggered ability with your Lightning Bolt.
The Lightning Bolt resolves, and kills Yisan.
The triggered ability resolves, and does nothing.


As a side note, the Equip ability can only be activated "whenever you could cast a sorcery," so your opponent would not be able to Equip the Hero's Blade in response to your Lightning Bolt.