TITLE: Continuity of disintegrations
QUESTION [6 upvotes]: Suppose that $\pi:Y\to X$ is a continuous surjection from one compact metric space to another.  Given a regular probability measure $\mu$ on $Y$ with pushforward measure $\nu:=\pi^*\mu$, it is known that there is a family $(\mu_x)_{x\in X}$ of probability measures on $Y$ such that $x\mapsto \mu_x(B)$ is Borel measurable for each Borel subset $B$ of $Y$, such that almost every $\mu_x$ lives on the fiber above $x$, and such that $\int_Y f(y)d\mu(y)=\int_{x\in X}\int_{\pi^{-1}(x)}f(y)d\mu_x(y)d\nu(x)$.
My question is:  suppose in advance that $\mathcal{O}$ is some fixed nonempty open subset of $Y$.  Is it true that there is a probability measure $\mu$ as above for which $\mu(\mathcal{O})>0$ and such that there is a disintegration as in the previous paragraph for which the map $x\mapsto \mu_x(\mathcal{O})$ is upper semi-continuous?  (A previous version of this question asked for continuity.)  This is motivated by the fact that any Radon measure on a compact metric space is upper semi-continuous with respect to the Hausdorff metric.

REPLY [3 votes]: Let me start by addressing the question hinted on in the title, which in my view is more interesting than the question eventually asked in the body.

Given $\pi:X\to Y$ as above, we may endow the space $\text{Prob}(Y)$ with the weak* topology and consider its closed subspace $Z=\cup_x \text{Prob}(\pi^{-1}(x))$ consisting of all probability measures which images in $X$ are delta measures. Identifying $\delta_x$ with $x$ we consider the map $\pi_*:Z\to X$.
The disintegration of a probability measure $\mu\in\text{prob}(Y)$ is a $\pi_*(\mu)$-a.e defined measurable map $X\to Z$, $x\mapsto \mu_x$, as described in the question. One may ask whether such a map could be represented as a continuous map (and that was my initial interpenetration of the question above).
The answer to this question is that in case $Y=X=[0,1]$ and $\pi:Y\to X$ is the Cantor-Lebesgue function (see https://en.wikipedia.org/wiki/Cantor_function) there are no local continuous sections $X\to Z$. Indeed, any such section is easily seen to be discontinuous at every diadic point of $X=[0,1]$. In particular, the disintegration function of any probability measure on $Y$ could not be represented by a continuous function.

Below is an edit answering the new version in the question's body.

Consider $X=Y=[-1,1]$ and $\mathcal{O}=(0,1]\subset Y$.
Let $\pi_1:Y\to X$ be the identity map. Then for any $\mu\in \text{Prob}(Y)$
we have that 
$\mu_x=\delta_x$, and the function $x\mapsto \mu_x(\mathcal{O})$ equals $\chi_{\mathcal{O}}$ which is lower semicontinuous, but not upper semi-continuous.
Let $\pi_2:Y\to X$ be given by defined by $\pi_2(x)=\min\{x,0\}$.
Then for every $\mu\in \text{Prob}(Y)$ the function $x\mapsto \mu_x(\mathcal{O})$ equals $\mu(\mathcal{O})\cdot\delta_0$ and if $\mu(\mathcal{O})>0$ this function is upper semi-continuous but not lower semi-continuous.
We conclude that no semi-continuity is guaranteed in general.