  We consider finite dimensional rough differential equations driven by
centered Gaussian processes. Combining Malliavin calculus, rough paths
techniques and interpolation inequalities, we establish upper bounds on the
density of the corresponding solution for any fixed time $t>0$. In addition, we
provide Varadhan estimates for the asymptotic behavior of the density for small
noise. The emphasis is on working with general Gaussian processes with
covariance function satisfying suitable abstract, checkable conditions.
