In "Differential forms in algebraic topology" by Bott & Tu, I am asked to prove the Kunneth Formula for singular cohomology by spectral sequence:
Exercise 15.12 (Kunneth Formula for Singular Cohomology). If $X$ is a space having a good cover, e.g., a triangularizable space, and $Y$ is any topological space, prove using the spectral sequence of the fiber bundle $\pi:X\times Y\rightarrow X$ that \begin{eqnarray} H^{n}(X\times Y)=\oplus_{p+q=n}H^p(X,H^q(Y)). \end{eqnarray}
The following is where I have arrived. Let us say that the coefficient ring is $\mathbb{Z}$. By the triviality of the bundle, I have reached that the second page is over a constant presheaf and the spectral sequence stops at the second page \begin{eqnarray} E^{p,q}_\infty\cong E^{p,q}_2=H^p(X,H^q(Y)), \end{eqnarray} with \begin{eqnarray} d_2=d_3=\cdots=0. \end{eqnarray} However, it only means that the spectral sequence converges to $H^*(X\times Y)$, i.e., \begin{eqnarray} H^n(X\times Y)&=&F_0\supset F_1\supset F_2\supset\cdots,\\ F_i/F_{i+1}&\cong& H^i(X,H^{n-i}(Y)). \end{eqnarray} If the coefficient ring were a field, then the proof can be readily done. Since the coefficient ring now is $\mathbb{Z}$, there can be potentially an extension issue. I don't know how to deal with that. Or should I use $d_2=d_3=\cdots=0$ to prove that there is no such issues?
I spent a lot of time thinking about this as an undergrad. A bunch of people told me different parts of this solution (Krishanu Roy Sankar in particular a couple years ago told me the idea of comparing to the double complex, Mark Behrens, before that told me how to solve extension problems, and Peter May/Dylan Wilson brainstormed with me about how to use the splitting to think about this.). I'm glad you asked this question and here's the solution :).
You can use that there is a splitting to show that all the differentials vanish but that argument only works when you have field coefficients. You can't use it to show that the differentials vanish on elements which are products of elements on the axes when you have integral coefficients. In both the case of field coefficients and integral coefficients you can't deduce that there are no multiplicative extensions, and of course with integral coefficients you have the additive extension problem which you cannot solve using this method.
The easiest way to proceed is by looking at the filtration directly:
The filtration on $C^*(X \times Y)$ corresponding to the Serre spectral sequence is the filtration corresponding to $\pi^{-1}(X_0) \subset \pi^{-1}(X_1) \subset...$ where $X_i$ is the cellular filtration on $X$.
This is isomorphic to the complex $C^*(X) \otimes C^*(Y)$ with the cellular filtration on $C^*(X)$. $C^*(X)$ with the cellular filtration is isomorphic as a differential graded algebra (DGA) to $C^*(X)$ with the degree filtration.
Hence we have the filtered DGA $C^*(X) \otimes C^*(Y)$ with the filtration induced by the degree filtration on $C^*(X)$.
The $d_0$ differential on the $E_0$ page is given by the differential $d$ on $C^*(X) \otimes C^*(Y)$ where you forget about the terms in the differential that increase the filtration degree by more than 0. Hence you get $C^*(X) \otimes H^*(Y)$.
The $d_1$ differential is given by forgetting terms in the differential that increase the filtration degree by more than 1. Hence you get $H^*(X, H^*(Y))$ for the $E_2$ page. (Note that this includes the Tor terms).
The $d_2$ differential is given by forgetting terms in the differential that increase the filtration degree by more than 2. There are no terms in the differential $d(x \otimes y)=d(x) \otimes y + (-1)^{|x|}x \otimes dy$ that increase the $X$ filtration by 2 regardless of what $x$ and $y$ are. Hence the $d_2$ differential is 0. For the same reason the higher differentials are 0.
The filtered DGA $C^*(X) \otimes C^*(Y)$ is isomorphic as a filtered DGA to its associated graded. This implies that the additive extension problem and the multiplicative extension problem is trivial:
Suppose the sum of two terms representing permanent cycles are zero in the $E^\infty $ page, but in reality it is a term in higher filtration. This can't happen because the sum is zero in the associated graded chain complex but via the isomorphism its zero in the original algebra.
The multiplicative extension problem is also trivial for the same reason.