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The occurrence of the baroclinic instability in protoplanetary disks is investigated using fully compressible numerical simulations. We study the role of disk stratification and heat transfer in the development of the instability. Vortices are found to form whatever the importance of the stratification but to grow and persist only when the disk is not stably stratified. In the presence of thermal diffusion the baroclinic instability leads to hollow vortices that decays into transient vortical structures.