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update a set 
a.P = isnull( ( select top 1 P from B b where a.I >= b.SI and a.I <= b.EI order by (b.EI-b.SI) ),'ÆäËû') ,
a.C = isnull( ( select top 1 C from B b where a.I >= b.SI and a.I <= b.EI order by (b.EI-b.SI) ),'ÆäËû')
from A a

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update a set
a.P = isnull( ( select top 1 P from B b where a.I >= b.SI and a.I <= b.EI order by (b.EI-b.SI) ),'ÆäËû') ,
a.C = isnull( ( select top 1 C from B b where a.I >= b.SI and a.I <= b.EI order¡­¡­

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SQL code:
WITH CTE AS(
select a.*,B.C AS BC,B.P AS BP,RN=ROW_NUMBER() OVER(PARTITION BY A.I ORDER BY b.EI-b.SI)
from A a left join B b
on a.I between b.SI and b.EI
)

UPDATE CTE
SET P=ISNULL(BP,'ÆäËû'),C=ISNULL(BC,'ÆäËû')
WHERE RN=1


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