  We study a stochastic differential equation in the sense of rough path theory
driven by fractional Brownian rough path with Hurst parameter H (1/3 < H <=
1/2) under the ellipticity assumption at the starting point. In such a case,
the law of the solution at a fixed time has a kernel, i.e., a density function
with respect to Lebesgue measure. In this paper we prove a short time
off-diagonal asymptotic expansion of the kernel under mild additional
assumptions. Our main tool is Watanabe's distributional Malliavin calculus.
