There are a couple of Transactions- SM66 and SM50 that can be used for your requirement.
The transaction SM66 is used to see all the active processes on the current system. You can choose a particular process you want to monitor by clicking on “process” and then click the “debugging” button.
The Transaction SM50 shows only the process running on a current application server in which you are logged. To monitor your program, select “Administration”, then “program” and then debugging option.
You would require finding out the process in which your program is running. This can be done by looking the detail of the process.
Following shows Transaction code SM50 Process Overview screen of Application Server −