Names in and of themselves cannot be trademarked in the United States (or copyrighted or any other form of IP protection) and as such, one may use a pen name that belongs to a celebrity, provided that they aren't trying to protray themselves as a celebrity. It's entirely possible for a work of fiction to be written by "Jay Wood" the author and stares a seperate person named "Jay Wood" as the lead actor, who just happens to land the lead role. Even fictional names are not protected as Anakin and Kal-el (or Kalel) are both names of people in the United States that were specifically introduced by fiction (On the Superman note, the name of Supergirl "Kara" was a Hebrew name but wasn't popularly used until after Supergirl's first issue appeared on comic stands).
One possible source of confusion is that in the U.S., Movie and TV actors will frequently take stage names because the Screen Actors Guild (SAG) has a specific rule that no members can have the same name, and one's name in film credits will be your SAG name as it appears on your membership card (or whatever they use). So if "Jay Wood" is a SAG actor, then you cannot be a second "Jay Wood" in SGA. Though the rules are specifically say "No more than two Jay Woods" so you can be "Jay A. Wood" or "J. Wood" or "Jay Wood Jr" without any issue. One of the more fun examples is that the guy who played Marty McFly in back to the future, Michael J. Fox, took his name to distinguish himself from another SAG member named Michael Fox. What does the "J." stand for? Andrew! Michael J. Fox realized that he could use his legal name if he included an initial, but since his real middle name is Andrew, this would mean he'd be billed in all films and tv shows as "Michael A. Fox" and realized that it would get some snickers thrown his way. J rhymes with A and was available in the format, so that's why we have Michael J. Fox. It's also why most actresses will never "take" their husbands name as far as the public is aware. If they were SAG before marriage, they will still appear with SGA credits on their post-nuptial films, and would have to do promotions under that name. They may change their name and legally answer with their husband's sir name for all legal purposes. She might be Sarah Michelle Geller on all Buffy The Vampire Credits, but it's possible the actress by that name is legally Sarah Michelle Prince (married Freddie Prince Jr.) and would use that name at the bank or on her tax forms. It also affords some privacy as she would never advertise this to the public so legal documents requiring her legal name will slip past the Hollywood reporters looking for court documents on famous people in the court systems.