Equivalent to Azure SQL Threat Detection for on-premise database
Azure Security Center already monitors the security posture of non-Azure computers by on boarding VMs and computers running on-premises by simply installing the Microsoft Monitoring Agent on these machines. Currently this offering includes OS Advanced Threat Detection using behavioral analytics and machine learning to identify attacks and zero-day exploits on the Windows Operation System layer. As part of our road-map we plan to add SQL Advanced Threat Detection, which will detect anomalous database activities indicating unusual and potentially harmful attempts to breach or exploit SQL severs.

https://docs.microsoft.com/en-us/azure/security-center/security-center-onboarding