Nope, Web Services are implemented as stateless session beans. When you think about it, this would make sense. When you submit to a web service, all of the information it needs to perform the task is received at once. It does not need to keep state, and any future submission to the Web Service will result in a brand new "session".
There is one other way to define a Web Service through J2EE however, namely a
servlet. This also makes sense, as a servlet follows a similar lifecycle as a stateless session bean. Neither should have instance variables to hold the state of the client, as with each invocation the client may get a different instance. But for SCBCD, we obviously would only contain about the stateless session bean version.
Hope that helps.