Dear Kumar,
I think Web Dynpro Applications are stateless.
Java Web Dynpro applications running in stateless mode do not keep significant session state on the application server in between request processing. Instead, the Web Dynpro runtime can read and write the URL fragment part for session data storage on client side. Furthermore, some externalized session state can be hidden within the page. During runtime of a Web Dynpro application, a switch between stateless and stateful execution is supported. While the application is running statelessly, context menus and pending user input are allowed. The stateless mode is provided for standalone Web Dynpro applications, as well as for applications integrated into the Portal.
Stateless Web Dynpro Applications - Developing Java Web Dynpro Applications - SAP Library
Thanks,
Patralekha