  For a superprocess under a stochastic flow, we prove that it has a density
with respect to the Lebesgue measure for d=1 and is singular for d>1. For d=1,
a stochastic partial differential equation is derived for the density. The
regularity of the solution is then proved by using Krylov's L_p-theory for
linear SPDE. A snake representation for this superprocess is established. As
applications of this representation, we prove the compact support property for
general d and singularity of the process when d>1.
