A slightly older article from 2009 on the pdf.org site written by Giselle M. Petzinger, M.D. (University of Southern California, Movement Disorder Division). It goes into some details as to how and why exercise benefits Parkinson's patients, including changes in the brain (from animal models and human data).

Full article at: http://www.pdf.org/en/parkinson_exercise_impact

Excerpt on "How Exercise Changes the Brain" below:

What happens in the brain to produce these visible benefits? To find out, we looked at the brains of the mice that had exercised under conditions parallel to the human study.

We found that exercising changed neither the amount of dopamine nor the amount of neurons in the animals’ brains. But in the ones that had exercised, the brain cells were using dopamine more efficiently. We found that exercise improves that efficiency by modifying the areas of the brain where dopamine signals are received — the substantia nigra and basal ganglia.

At the molecular level, at least two things are happening to make dopamine use more efficient. Dopamine travels across a space between two adjacent brain cells called a synapse. This process is called signaling and it is essential for normal functioning. To end the signal, a protein complex called the dopamine transporter normally retrieves dopamine from the synapse. The first thing we found is that animals that had exercised possessed less of the dopamine transporter, meaning that dopamine stayed in their synapses longer, and their dopamine signals lasted longer. Secondly, we found that the cells receiving the dopamine signal had more places for the dopamine to bind in animals that exercised, and so could receive a stronger signal. This binding site is called the D2 receptor. We also studied the D2 receptor in a subset of our human subjects who were within one year of diagnosis and not on any medications, using the imaging technique known as positron emission tomography (PET). We found that in humans, too, exercise increased the number of D2 receptors.

Lastly, animal studies have shown that intensive exercise may also play a role in controlling glutamate, another molecule that signals between brain cells. Dopamine is responsible for holding glutamate in check, so when dopamine levels drop in PD, a chain of events is set off that leads to a build-up of glutamate signaling. The resulting surplus of glutamate damages the cells that control body movements. But animal studies show that exercise may play a role in normalizing glutamate signaling, thereby helping the brain to function normally and to promote recovery of the ability to move.