Can you tell me how the brains response causes the increase in blood pressure required during exercise?

? Not sure of your question. The brain modulates many bodily functions, but most of the input affecting BP comes from adrenal gland and kidney input as well as some input from baroreceptors in the carotid arteries. There are control centers that monitor and to some degree regulate this response, and can provide powerful reactionary responses for example in the case of a hemorrhagic stroke.