what is the difference between BeginInvoke/EndInvoke and P/invoke?
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They only have the verb “invoke” in common. Generically, invoke == call. The p in pinvoke means “platform”, the pinvoke marshaller is a chunk of code inside the CLR that knows how to properly call native (platform specific) code.
BeginInvoke is a heavily overloaded method name that starts an asynchronous method call. The compiler automatically generates one for every delegate type. Along with Invoke and EndInvoke. They are auto-generated so their arguments match the delegate declaration. A BeginInvoke method is also used by Winforms and WPF, respectively the Control and Dispatcher classes. Quite a different animal from a delegate’s BeginInvoke() method, although it does start something asynchronously.