Hello D.Gilles, welcome to JustAnswer!
Belshazzar is mentioned in Sermon 191 which in arabic is known as "al-Khutbah al-Qasi'ah":
http://www.al-islam.org/nahjul/191.htm
Al Tabari, in his writings (volume 4, page 49) mentions about Belshazzar.
http://www.muslimhope.com/IslamIndex.htm
Yes, Belshazzar is an Islamic figure.
Hope this helps and have a great day!
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