Disclaimer: I am not a lawyer. This is my understanding of the law.
(a) You can't copyright a name. By definition, using the same name as someone else's character is not a copyright violation.
(b) You can TRADEMARK a name. But in this case I think the authors of this French comic you refer to -- sorry, I never heard of it before just now -- would have a hard time claiming that they own trademark rights to the name "Valerian" as it's a name that existed hundreds of years before they wrote their stories. J K Rowling owns the copyright to the Harry Potter novels, but she doesn't own the name "Harry", and she can't sue you for writing a book with a character named "Harry".
As someone else on here noted, trademark law is supposed to protect customers from being fooled and companies from losing business because of trickery.
Like, "apple" is an ordinary English word. Apple Computers cannot sue the grocery store for calling the fruit that they sell "apples". Not only was the fruit around first, but no sane person is going to buy a fruit thinking that it's a computer or vice versa. But if you started your own computer company and called it Apple, the courts would likely conclude that you were trying to trick people and would rule against you in a minute.
I created a (very) small business a few years ago, and when I did I got a pamphlet from the state with advice on trademarks that they encouraged me to read before making up a business name. Among the things they said was that there are different level of trademark protection depending on the nature of the name. If you give a business a very generic name, like "Quality Auto Repair", you have the minimum of trademark protection. If someone in another town 100 miles away opens a business with the same name, you probably won't win a trademark suit against him. If someone else uses your name as a general phrase, like if some other auto shop prints an ad where they say "we perform quality auto repair ...", the burden would be on you to prove that they were trying to trick people, and not that they were simply using the words coincidentally. At the other extreme is if you make up a new word. Like if you call your business "Autreparex", you have very strong protections. If someone else uses that word in his advertising, he would have a hard time claiming he was just using it as an ordinary English word.
So you have the reverse here. If they're using the name "Valerian" as the title of their stories or as the name of a series, they'd have a case against you if you wrote stories in the same genre and also named them "Valerian". But if you simply have a character named "Valerian", I think they'd have a hard time suing you.
That said: As I said, I never heard of this comic book before. Maybe it's very popular in some places or among some groups of people. If it's popular among people to whom you hope to sell your books, it might be wise to avoid the name just so it doesn't look like you're trying to steal someone else's character. Like even if I absolutely knew that I could get away with it legally, I would not write an adventure story with an archaeologist name "Indiana", because whatever my reason for using that name, it would sound like I was trying to copy Indiana Jones.