In this video, Sorabh Agarwal covers the pagination support in OData-enabled JDBC connectors, as given below
You can now use OData to page through result sets when used in conjunction with JDBC connections. This capability is enabled for the Oracle, Microsoft SQL Server, IBM DB2, and MySQL databases. Use the OData $skip directive to page through large result sets. With this feature, Salesforce customers using Lightning will benefit from the ability to work with large lists.
You can also refer to document that talks about this feature.