  In this paper, we show the existence and uniqueness of the stationary
solution $u(t,\omega)$ and stationary point $Y(\omega)$ of the differentiable
random dynamical system $U:R\times L^2[0,1]\times \Omega\to L^2[0,1]$ generated
by the stochastic Burgers equation with $L^2[0,1]$-noise and large viscosity,
especially, $u(t,\omega)=U(t,Y(\omega),\omega)=Y(\theta(t,\omega))$, and
$Y(\omega) \in H^1[0,1]$ is the unique solution of the following equation in
$L^2[0,1]$
  $$
  Y(\omega)={1/2}\int_{-\infty}^0T_\nu(-s)\frac{\partial
(Y(\theta(s,\omega))^2}{\partial x}ds +\int_{-\infty}^0T_\nu(-s)dW_s(\omega),
  $$ where $\theta$ is the group of $P$-preserving ergodic transformation on
the canonical probability pace $(\Omega, {\cal F}, P)$ such that
$\theta(t,\omega)(s)=W(t+s)-W(t)$.
