あなたが言及した問題の解決策を提示しました(SQL2008、SQLite3、およびOracle11gでテストに成功しました)。そのソリューションを以下にコピーしました。
CREATE TABLE test(mysequence INT, mynumber INT);
INSERT INTO test VALUES(1, 3);
INSERT INTO test VALUES(2, NULL);
INSERT INTO test VALUES(3, 5);
INSERT INTO test VALUES(4, NULL);
INSERT INTO test VALUES(5, NULL);
INSERT INTO test VALUES(6, 2);
SELECT t1.mysequence, t1.mynumber AS ORIGINAL
, (
SELECT t2.mynumber
FROM test t2
WHERE t2.mysequence = (
SELECT MAX(t3.mysequence)
FROM test t3
WHERE t3.mysequence <= t1.mysequence
AND mynumber IS NOT NULL
)
) AS CALCULATED
FROM test t1;
-- below here it was only tested in SQLite3, but I believe it should
-- work on other DBMS since it uses standard/non-proprietary SQL
UPDATE test
SET mynumber = (
SELECT t2.mynumber
FROM test t2
WHERE t2.mysequence = (
SELECT MAX(t3.mysequence)
FROM test t3
WHERE t3.mysequence <= test.mysequence
AND mynumber IS NOT NULL
)
);