There is a prohibition against mentioning the name of a foreign deity. (Shulchan Aruch, Yoreh Deah 147).
However, according to the sources cited by the Gra there (147:3), the prohibition only applies if the name was given for the purpose of idolatry. If the name is an ordinary name which has no inherent implication of divinity and which was not given for the purpose of deification, then there is no problem with using it.
In a very interesting teshuva, R' Esriel Hildesheimer details two additional limitations on the prohibition:
- The prohibition applies only to speech, not to writing.
- The prohibition does not apply to speech for the purpose of Torah study or psak halacha.