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We are concerned with the absolute continuity of stationary distributionscorresponding to some piecewise deterministic Markov process, being typicallyencountered in biological models. The process under investigation involves adeterministic motion punctuated by random jumps, occurring at the jump times ofa Poisson process. The post-jump locations are obtained via randomtransformations of the pre-jump states. Between the jumps, the motion isgoverned by continuous semiflows , which are switched directly after the jumps.The main goal of this paper is to provide a set of verifiable conditionsimplying that any invariant distribution of the process under considerationthat corresponds to an ergodic invariant measure of the Markov chain given byits post-jump locations has a density with respect to the Lebesgue measure.

On absolute continuity of invariant measures associated with a piecewise-deterministic Markov processes with random switching between flows