SELECT *,
(SELECT value FROM example e1 WHERE e1.id < e.id ORDER BY id DESC LIMIT 1 OFFSET 0) as prev_value,
(SELECT value FROM example e2 WHERE e2.id > e.id ORDER BY id ASC LIMIT 1 OFFSET 0) as next_value
FROM example e
WHERE id=3;
And you can place your own offset after OFFSET
keyword if you want to select records with higher offsets for next and previous values from the selected record.