  We consider the piecewise-deterministic Markov process obtained by randomly
switching between the flows generated by a finite set of smooth vector fields
on a compact set. We obtain H\"ormander-type conditions on the vector fields
guaranteeing that the stationary density is: $C^k$ whenever the jump rates are
sufficiently fast, for any $k<\infty$; unbounded whenever the jump rates are
sufficiently slow and lower semi-continuous regardless of the jump rates. Our
proofs are probabilistic, relying on a novel application of stopping times.
