2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/70311We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Levy processes.LaTeX, 24 pages. Corrections to published version affect formulas in Theorem 4.2ProbabilityOperator AlgebrasQuantum Algebra60J25text