  This article deals with IDT processes, i.e. processes which are infinitely
divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there
exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same
one-dimensional marginals distributions, i.e for any $t\geq0$ fixed, we have
$$X_{t}\stackrel{(law)}{=}L_{t}.$$ Such processes are said to be associated.
The main objective of this work is to exhibit numerous examples of IDT
processes and their associated L\'evy processes. To this end, we take up ideas
of the monograph \textit{Peacocks and associated martingales} from F. Hirsch,
C. Profeta, B. Roynette and M. Yor (L\'evy, Sato and Gaussian sheet methods)
and apply them in the framework of IDT processes. This gives a new interesting
outlook to the study of processes whose only one-dimensional marginals are
known. Also, we give an integrated weak It\^o type formula for IDT processes
(in the same spirit as the one for Gaussian processes) and some links between
IDT processes and selfdecomposability. The last sections are devoted to the
study of some extensions of the notion of IDT processes in the weak sense as
well as in the multiparameter sense. In particular, a new approach for
multiparameter IDT processes is introduced and studied. Main examples of this
kind of processes are the $\mathbb{R}_{+}^{N}$-parameter L\'{e}vy process and
the L\'{e}vy's $\mathbb{R}^{M}$-parameter Brownian motion. These results give
some better understanding of IDT processes, and may be seen as some
continuation of the works of K. Es-Sebaiy and Y. Ouknine [\textit{How rich is
the class of processes which are infinitely divisible with respect to time ?}]
and R. Mansuy [\textit{On processes which are infinitely divisible with respect
to time}].
