Some new examples of Markov processes which enjoy the time-inversion property.

In this paper we give a sufficient condition on the semi group densities of an homogeneous Markov process taking values in R n which ensures that it enjoys the time-inversion property. Our condition covers all previously known examples of Markov processes satisfying this property. As new examples we present a class of Markov processes with jumps, the Dunkl processes and their radial parts. [ABSTRACT FROM AUTHOR]