How do I check iPhone cellular data use?

To see where cellular data is being used, go to Settings> then scroll down slightly to the heading Cellular Date. It will list all of your applications after showing the Current Period of data usage. Understand, that is cumulative and may not necessarily show your current billing period. You have to reset that manually with a link to Reset Statistics at the bottom of the page. If you look just under that, you will see when the last time that statistics were reset, so the usage shown is since that date until the current date. Under each of the Apps listed it will display the amount of cellular data used by that app over that period of time.

What do you mean the problem is the application? Your carrier cannot provide you with detailed information on what applications use what data, just like you cannot see where your mail comes from or goes to. It is a data transfer and all they can log is the amount of data used. At least the phone can provide a listing of how much data a particular app uses. That gives you an idea of what applications to watch.