  We show how to extend the concept of heat capacity to nonequilibrium systems.
The main idea is to consider the excess heat released by an already dissipative
system when slowly changing the environment temperature. We take the framework
of Markov jump processes to embed the specific physics of small driven systems
and we demonstrate that heat capacities can be consistently defined in the
quasistatic limit. Away from thermal equilibrium, an additional term appears to
the usual energy-temperature response at constant volume, explicitly in terms
of the excess work. In linear order around an equilibrium dynamics that extra
term is an energy-driving response and it is entirely determined from local
detailed balance. Examples illustrate how the steady heat capacity can become
negative when far from equilibrium.
