is there any connection between asgard in stargate and Thor?

i ve always wondered since watching stargate that when colonel jack oneill meets the asgard on the space ship , its a small alien.., but does it have any connection between it and the kingdom of asgard in Thor?

No.

Yeah in the sense that the aliens' names are taken from Asgard in Norse Mythology, which is where the gods live. I think I'm right in saying that those aliens in Stargate are even called after some of them.

Thinking about it, they could have called them the Aesir, which is what the top Norse gods are. The lesser ones, like Frey, make up the Vanir.

The premise of the original "Stargate" film and the series is that aliens posed as Earth's mythological gods. In the film an alien posed as the Egyptian god Ra. The series expanded the idea to include the Norse gods. When I saw the diminutive Thor, I wondered if he was a shapeshifter or able to cast illusions to make himself appear like the Norse thunder god.
The idea of aliens posing as mythological gods isn't new and was the focus of "Chariots of the Gods," a 1968 book. The original "Battlestar Galactica" drew on the same idea, with the characters being described as distant relatives to Terrans (another name for earthlings) and the pilots wearing helmets that resembled Egyptian headdresses.