Stochastic gradient optimization methods are broadly used to minimize non-convex smooth objective functions, for instance when training deep neural networks. However, theoretical guarantees on the asymptotic behaviour of these methods remain scarce. Especially, ensuring almost-sure convergence of the iterates to a stationary point is quite challenging. In this work, we introduce a new Kurdyka-Łojasiewicz theoretical framework to analyze asymptotic behavior of stochastic gradient descent (SGD) schemes when minimizing non-convex smooth objectives. In particular, our framework provides new almost-sure convergence results, on iterates generated by any SGD method satisfying mild conditional descent conditions. We illustrate the proposed framework by means of several toy simulation examples. We illustrate the role of the considered theoretical assumptions, and investigate how SGD iterates are impacted whether these assumptions are either fully or partially satisfied.