Proposition 30.19.1. Let $S$ be a locally Noetherian scheme. Let $f : X \to S$ be a proper morphism. Let $\mathcal{F}$ be a coherent $\mathcal{O}_ X$-module. Then $R^ if_*\mathcal{F}$ is a coherent $\mathcal{O}_ S$-module for all $i \geq 0$.
[III Theorem 3.2.1, EGA]
Proof.
Since the problem is local on $S$ we may assume that $S$ is a Noetherian scheme. Since a proper morphism is of finite type we see that in this case $X$ is a Noetherian scheme also. Consider the property $\mathcal{P}$ of coherent sheaves on $X$ defined by the rule
We are going to use the result of Lemma 30.12.6 to prove that $\mathcal{P}$ holds for every coherent sheaf on $X$.
Let
be a short exact sequence of coherent sheaves on $X$. Consider the long exact sequence of higher direct images
Then it is clear that if 2-out-of-3 of the sheaves $\mathcal{F}_ i$ have property $\mathcal{P}$, then the higher direct images of the third are sandwiched in this exact complex between two coherent sheaves. Hence these higher direct images are also coherent by Lemma 30.9.2 and 30.9.3. Hence property $\mathcal{P}$ holds for the third as well.
Let $Z \subset X$ be an integral closed subscheme. We have to find a coherent sheaf $\mathcal{F}$ on $X$ whose support is contained in $Z$, whose stalk at the generic point $\xi $ of $Z$ is a $1$-dimensional vector space over $\kappa (\xi )$ such that $\mathcal{P}$ holds for $\mathcal{F}$. Denote $g = f|_ Z : Z \to S$ the restriction of $f$. Suppose we can find a coherent sheaf $\mathcal{G}$ on $Z$ such that (a) $\mathcal{G}_\xi $ is a $1$-dimensional vector space over $\kappa (\xi )$, (b) $R^ pg_*\mathcal{G} = 0$ for $p > 0$, and (c) $g_*\mathcal{G}$ is coherent. Then we can consider $\mathcal{F} = (Z \to X)_*\mathcal{G}$. As $Z \to X$ is a closed immersion we see that $(Z \to X)_*\mathcal{G}$ is coherent on $X$ and $R^ p(Z \to X)_*\mathcal{G} = 0$ for $p > 0$ (Lemma 30.9.9). Hence by the relative Leray spectral sequence (Cohomology, Lemma 20.13.8) we will have $R^ pf_*\mathcal{F} = R^ pg_*\mathcal{G} = 0$ for $p > 0$ and $f_*\mathcal{F} = g_*\mathcal{G}$ is coherent. Finally $\mathcal{F}_\xi = ((Z \to X)_*\mathcal{G})_\xi = \mathcal{G}_\xi $ which verifies the condition on the stalk at $\xi $. Hence everything depends on finding a coherent sheaf $\mathcal{G}$ on $Z$ which has properties (a), (b), and (c).
We can apply Chow's Lemma 30.18.1 to the morphism $Z \to S$. Thus we get a diagram
as in the statement of Chow's lemma. Also, let $U \subset Z$ be the dense open subscheme such that $\pi ^{-1}(U) \to U$ is an isomorphism. By the discussion in Remark 30.18.2 we see that $i' = (i, \pi ) : Z' \to \mathbf{P}^ m_ Z$ is a closed immersion. Hence
is $g'$-relatively ample and $\pi $-relatively ample (for example by Morphisms, Lemma 29.39.7). Hence by Lemma 30.16.2 there exists an $n \geq 0$ such that both $R^ p\pi _*\mathcal{L}^{\otimes n} = 0$ for all $p > 0$ and $R^ p(g')_*\mathcal{L}^{\otimes n} = 0$ for all $p > 0$. Set $\mathcal{G} = \pi _*\mathcal{L}^{\otimes n}$. Property (a) holds because $\pi _*\mathcal{L}^{\otimes n}|_ U$ is an invertible sheaf (as $\pi ^{-1}(U) \to U$ is an isomorphism). Properties (b) and (c) hold because by the relative Leray spectral sequence (Cohomology, Lemma 20.13.8) we have
and by choice of $n$ the only nonzero terms in $E_2^{p, q}$ are those with $q = 0$ and the only nonzero terms of $R^{p + q}(g')_*\mathcal{L}^{\otimes n}$ are those with $p = q = 0$. This implies that $R^ pg_*\mathcal{G} = 0$ for $p > 0$ and that $g_*\mathcal{G} = (g')_*\mathcal{L}^{\otimes n}$. Finally, applying the previous Lemma 30.16.3 we see that $g_*\mathcal{G} = (g')_*\mathcal{L}^{\otimes n}$ is coherent as desired.
$\square$
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