Hi Sho,

Yes, it is possible, you just have to convert the Hair and Fur object in splines as the picture below. Then import those splines into Maya and in the Ornatrix shelf use Add Hair To Selection, then select the HairFromCurves preset to convert the curves into Ornatrix hair. Maybe you don't want to export a high amount of curves, this can slow down Maya. Ornatrix will interpolate hair between those curves, so try different settings to see how many curves you will need. However, if you want the fur to look exactly like in Max, you should export all the curves. Let me know if this helps.

See if this script works for you, but maybe is better to ask in Autodesk's forums. 

http://www.scriptspot.com/3ds-max/scripts/3dsmax-spline-to-maya-curve