I go to yoga twice a week and this is a good place to learn relaxation. Choose a class that is not too strenuous and tell the instructor about your condition.
I don't like to introduce the M word but here goes. If all else fails you could consider medication. I'm certainly not advocating it, i think the ideas above are certainly preferable but I say this only because from my reading anxiety in Parkinson's has a physiological basis just as depression does.
This from an article " Anxiety disorders, particularly generalized anxiety, panic, and social phobia, occur in up to 40% of patients with Parkinson's disease (PD). This rate is higher than in normal or other disease comparison populations. Current evidence suggests that anxiety may not be a psychological reaction to the illness but rather may be linked to specific neurobiologic processes accompanying PD"
I think meditation could also be beneficial. All the best.
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