Found some interesting converters on the net:
This one is from Sabrent ---- it is called : Component (YPbPr) RGB Video and RCA Stereo Audio to HDMI Converter Model: DA-COMP
Web-address: Sabrent USA
Looks like device from Sabrent is compatible with PlayStation 2 because it is written in description to it.
Another device called : Component(RGB)+RL to HDMI Converter Model: Part Number:LXRGB it is from Portta :
Component(RGB)+RL to HDMI Converter--Portta
Looks that it is compatible with PlayStation 2 if to consider that it can acccept interlaced signals like 480i for example.