The bi-Poisson process: a quadratic harness
  This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and martingale polynomials. The construction uses a two-parameter extension of the Al-Salam--Chihara polynomials and a relation between these polynomials for different values of parameters. 
W{\l}odzimierz Bryc, Wojciech Matysiak, Jacek Weso{\l}owski