Capitalizar la primera letra de cada palabra

CapitalizeFirstLetter.sql

CREATE FUNCTION [dbo].[CapitalizeFirstLetter]
(
--string need to format
@string VARCHAR(200)--increase the variable size depending on your needs.
)
RETURNS VARCHAR(200)
AS

BEGIN
--Declare Variables
DECLARE @Index INT,
@ResultString VARCHAR(200)--result string size should equal to the @string variable size
--Initialize the variables
SET @Index = 1
SET @ResultString = ''
--Run the Loop until END of the string

WHILE (@Index <LEN(@string)+1)
BEGIN
IF (@Index = 1)--first letter of the string
BEGIN
--make the first letter capital
SET @ResultString =
@ResultString + UPPER(SUBSTRING(@string, @Index, 1))
SET @Index = @Index+ 1--increase the index
END

-- IF the previous character is space or '-' or next character is '-'

ELSE IF ((SUBSTRING(@string, @Index-1, 1) =' 'or SUBSTRING(@string, @Index-1, 1) ='-' or SUBSTRING(@string, @Index+1, 1) ='-') and @Index+1 <> LEN(@string))
BEGIN
--make the letter capital
SET
@ResultString = @ResultString + UPPER(SUBSTRING(@string,@Index, 1))
SET
@Index = @Index +1--increase the index
END
ELSE-- all others
BEGIN
-- make the letter simple
SET
@ResultString = @ResultString + LOWER(SUBSTRING(@string,@Index, 1))
SET
@Index = @Index +1--incerase the index
END
END--END of the loop

IF (@@ERROR
<> 0)-- any error occur return the sEND string
BEGIN
SET
@ResultString = @string
END
-- IF no error found return the new string
RETURN @ResultString
END

-- FROM: https://stackoverflow.com/questions/15290754/sql-capitalize-first-letter-only
-- HOW TO USE IT:
-- Select dbo.CapitalizeFirstLetter('juan esteban'); -- Result --> Juan Esteban

Función para SQL SERVER; una vez creada, su uso es:
Select dbo.CapitalizeFirstLetter('juan esteban');

Result --> Juan Esteban