We define the empiric stochastic stability of an invariant measure in the finite-time scenario, the classical definition of stochastic stability. We prove that an invariant measure of a continuous system is empirically stochastically stable if and only if it is physical. We also define the empiric stochastic stability of a weak * -compact set of invariant measures instead of a single measure. Even when the system has not physical measures it still has minimal empirically stochastically stable sets of measures. We prove that such sets are necessarily composed by pseudo-physical measures. Finally, we apply the results to the one-dimensional C1-expanding case to conclude that the measures of empirically stochastically sets satisfy Pesin Entropy Formula. Eleonora Catsigeras formula (1) below). We call ε the noise level, or also the amplitude of the random perturbation. To define the empiric stochastic stability we will take ε → 0 + . In the stochastic system (M, f , P ε ), the symbol P ε denotes the family of probability distributions, which are called transition probabilities, according to which the noise is added to f (x) for each x ∈ M. Precisely, each transition probability is, for all n ∈ N, the distribution of the state x n+1 of the noisy orbit conditioned to x n = x, for each x ∈ M. As said above, the transition probability is supported on the ball with center at f (x) and radius ε > 0. So, the zero-noise system (M, f ) is recovered by taking ε = 0; namely, (M, f ) = (M, f , P 0 ). The observer naturally expects that if the amplitude ε > 0 of the random perturbation were small enough, then the ergodic properties of the stochastic system "remembered" those of the zero-noise system.The foundation and tools to study the random perturbations of dynamical systems were early provided in [28], [4], [18]. The stochastic stability appears in the literature mostly defined through the stationary meaures µ ε of the stochastic system (M, f , P ε ) Classically, the authors prove and describe, under particular conditions, the existence and properties of the f -invariant measures that are the weak * -limit of ergodic stationary measures as ε → 0 + . See for instance the early results of [30], [20], [8], [21], [19]), and the later works of [24], [2], [1], [3]. For a review on stochastic and statistical stability of randomly perturbed dynamical systems, see for instance [29] and Appendix D of [7].The stationary measures of the ramdom perturbations provide the probabilistic behaviour of the noisy system asymptotically in the future. Nevertheless, from a rather practical or experimental point of view the concept of stochastic stability should not require the knowledge a priori of the limit measures of the perturbed system as n → +∞ . For instance [14] presents numerical experiments on the stability of one-dimensional noisy systems in a finite time. The ergodic stationary measure is in fact substituted by an empirical (i.e. obtained after a finite-time observation of the system) probability. Also in other applications of the theor...