It’s not only classical music. It’s intelligent music in general. But most research results seem to be preliminary, as explained here
http://www.pbs.org/kcet/closertotruth/explore/show_07.html
and I quote: “Music’s inherent symmetry and organizational principles tap into a deep human need to order, or manage, our environment. Its nonverbal essence may enable physical, mental and emotional benefits beyond aural enjoyment, because the plasticity of the brain, active during infancy and early childhood and even into adulthood and old age, may be stimulated by music, yielding richer, healthier, better functioning brains.”
or this article http://www.naturalnews.com/024286_the_brain_mood_brains.html
and I quote: “Researchers have discovered evidence that music stimulates specific regions of the brain responsible for memory, language and motor control. They have located specific areas of mental activity linked to the emotional responses elicited by music (...). They exposed young adult mice to music with a slow rhythm for 21 consecutive days. The music-exposed mice showed increased brain-derived neurotrophic factor in the hippocampus. Music affects mood, concentration, creativity, and influences the ability to learn. Music and rhythm is essential to the developing brain as it helps to create and strengthen more neural connections that allow for auditory processing. The act of processing music stimuli elaborates these neural connections in the brain, influencing processing quality of auditory stimuli over the lifetime.”