I would say no. I don't think so. The pets and hunters were given names in the Disney Version. But I do not think they had names in the original version from Sergei Prokofiev. I am no expert, but thats my uneducated guess.
beenie, in the original the animals were portrayed by instruments. The wolf being 4 french horns.
I think that you are right about the Disney version, i can't recall the wolf having a name,unlike Sasha the bird, Sonia the duck, Ivan the cat