Primary sources are hard to come by.

Darius' invasion of greece isn't mentioned on the rock inscriptions at Mount Beishtun but that's because Darius himself didn't participate in it and only ones he did are mentioned. Xerxes claim of overlordship over both the 'greeks who dwell on this side of the sea and those who dwell across the sea' is mentioned in the Daiva inscription at persopolis, though.

In terms of historical texts, Herodotus wrote his version as a greek centric account of those wars and in response Ctesias of Cnidus, a greek physician in the persian court, wrote the 'Persica', which he claimed to be based on the persian texts in the persian royal library and so would offer 'the other' point of view.

It's kind of debatable how much Ctesias actually used persian texts rather than greek ones, he was himself greek and some of his accounts (his version of thermopylae, for instance) seem to come directly from the greek version. Plus a lot of greek historians were unreliable because they went with the best story rather than the true story and he does contradict some of the surviving persian sources.

But Ctesias does give us the idea that darius' campaign was not aimed at the greeks at all but at the scythians and he was just raiding the greeks on his way home, which isn't found in primarily greek sources.

So 'persica' was a greek text based on persian texts that are now lost. Unfortunately 'persica' didn't survive, what we have is excerpts from it in later books. In particular, Photius of Constaninople read it and made reading notes about it as he went along. And those notes have survived.

So our source on the persian version of history is the reading notes a roman wrote about a book a greek wrote based on the original persian sources.

That's not because the primary sources didn't exist, that's just how it goes with sources from antiquity. If Ctesias is to be believed the persians did write about it, those tablets just didn't survive.