I want to italicize the name of one Page which is a child in a vertical menu in the right sidebar. I don't think it's possible to use HTML to italicize the page name when creating the page.

<li class="page_item page-item-205 page_item page-item-type-post_type menu-item-object-page menu-item-205"><a href="http://xxxxxxx.com/previous-experience/">previous experience</a>
		<ul class="children">
		</ul>
</li>

That's what I get when I look at the area in Firebug.

I don't see the child page listed
you could use

.widget_pages ul.children li.page-item-nnn a {color: red;}

or something like that (nnn = page id)