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The author gives a formula of expanding the functional of solutions for (1) into a finite It\u00f4-Wiener chaos with explicit residual. Denote \\(\\nabla_\\sigma f(x)= \\sigma(x) (d/dx)f(x)\\) and \\(P_t'(x,dy) =(d/dx)P_t(x,dy)\\), and \\(J_n (f_n)\\) is the multiple It\u00f4-Wiener integral of order \\(n\\) [cf. \\textit{K. It\u00f4}, J. Math. Soc. Japan 3, 157-169 (1951; Zbl 0044.12202)]. The following is one of the main theorems: For any \\(f\\in C_b^\\infty\\), with \\(t=1\\),  \\[ f(X_1) =\\mathbb{E}_f(X_1)+ \\sum^n_{k=1} J_n(f_n) +J_{n+1} (g_{n+1}) \\tag{2} \\]  where  \\[ \\begin{multlined} g_n(s_1, \\dots, s_n)= \\nabla_\\sigma P_{s_2 -s_1} \\cdots \\nabla_\\sigma P_{1-s_n} f(X_{s_1}) \\\\ \\text{and } f_n= \\mathbb{E} g_n (s_1, \\dots, s_n)=P_{s_1} \\nabla_\\sigma P_{s_2-s_1} \\cdots \\nabla_\\sigma P_{1-s_n} f(\\xi). \\end{multlined} \\]  Note that \\(J_{n+1} (g_{n+1})\\) is orthogonal to all It\u00f4-Wiener chaoses of order less than or equal to \\(n\\). As applications of the above, by employing (2) the author derives FKG type inequality, variance inequality for diffusions and correlation inequality for Gaussian measure. A simple proof for Houdr\u00e9-Kagan's inequality is also given; see \\textit{C. Houdr\u00e9} and \\textit{A. Kagan} [J. Theor. 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