  In this paper we study short time asymptotics of a density function of the
solution of a stochastic differential equation driven by fractional Brownian
motion with Hurst parameter $H \in (1/2, 1)$ when the coefficient vector fields
satisfy an ellipticity condition at the starting point. We prove both
on-diagonal and off-diagonal asymptotics under mild additional assumptions. Our
main tool is Malliavin calculus, in particular, Watanabe's theory of
generalized Wiener functionals.
