If you searched the web, inflatable bodies have been used. The problem is Mars atmosphere is 2% and gravity is 38% that of Earth's. Gravity-corrected wing loading to reach the equivalent of say a small plane on Earth would require 20x the wing area.

A proposal demonstrator of this was suggested in a paper:

https://www.icas.org/ICAS_ARCHIVE/ICAS2014/data/papers/2014_...

wouldn’t the lower density be equivalent to a higher altitude on earth? Propellers would be not effective but some type of jet or rocket would?

Sure. It likely also means different wing geometry and it needs to move faster.