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Let \\(W\\) be a Wiener process in \\(K\\) with a nuclear covariance operator, defined on a filtered probability space \\((\\Omega , \\mathcal F, (\\mathcal F_{t}),P)\\). A stochastic differential equation  \\[  X_{t} = x_{0} + \\int ^{t}_{0} f(t,X_{s}) ds + \\int ^{t}_{0} g(s,X_{s}) dW_{s}, \\quad t\\geq 0, \\tag{1}  \\]  in \\(V^*\\) is considered, where \\(f(t,\\cdot)\\) is a family of nonlinear operators from \\(V\\) into \\(V^*\\) and \\(g(t,\\cdot):V\\to \\mathcal L(K,H)\\) are locally bounded mappings. Assume that there exists a unique strong solution \\(X_{t}(x_{0})\\in L^{2}((0,T)\\times \\Omega ;V) \\cap L^{2}(\\Omega ;\\mathcal C([0,T];H))\\) for any \\(T>0\\) and any \\(\\mathcal F_0\\)-measurable \\(V\\)-valued random function \\(x_{0}\\) with \\(E\\|x_0\\|^{2}_{V}<\\infty \\). Sufficient conditions for the equation (1) to be almost surely exponentially stable (that is, for the existence of a \\(\\gamma >0\\) such that \\(\\limsup_{t\\to \\infty} t^{-1}\\log \\|X_t(x_0)\\|_{H} \\leq -\\gamma \\) almost surely for any initial condition \\(x_{0}\\)) are given, their proofs being based on Lyapunov functions techniques. Analogous results are established also for stochastic evolution equations with time 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