The APP_NAME TSQL Function
The APP_NAME function returns the name of the application for the current database connection if the application has set it. Run the following in SSMS;
SELECT APP_NAME();
This will return;
Microsoft SQL Server Management Studio - Query
There’s no method of setting this value within TSQL. To set this value you need to include an Application Name parameter in your connection string. For example;
Data Source=myServerAddress;Initial Catalog=myDataBase;User Id=myUsername;Password=myPassword;Application Name=MyAppName;