In the episode "Far Beyond the Stars", Sisko speculates that maybe his entire world is just the imagination of Benny Russell, a science fiction writer in the 1950's on Earth. Did the writers intend to imply that DS9 is just the dream of Benny, or is Benny the dream of Sisko? Or is it open to interpretation?
No, but it almost was!
According to the Star Trek: Deep Space Nine Companion, there was some talk that the final scene of "What You Leave Behind" would be Benny Russell sitting outside a sound stage holding a script that read "Star Trek: Deep Space Nine," essentially making the series, and all of Star Trek, a dream. - Memory Alpha - Benny Russell
The scripting around this character was kept vague enough through the series to keep it as a question left for fans to answer, but the show itself never definitively said that it had all been a dream - Benny Russell would come back later while Sisko was dealing with the Pah-Wraiths, but other than that, no further reference is made to the character, or the suggestion that DS9 was all a dream.