How can I execute a XSS when a web application transforms a data from lowercase to uppercase?

You can encode the letters using ampersand and numbers (html encoding). a = A or e and so on.

JavaScript code can be encoded without using alphanumeric characters. The easiest way to do this is to check out: http://www.jsfuck.com/ This site can encode it for you.

There is one (kind of old-school) way you can do this which may or may not be relevant to your case, depending on the application's user base.

VBScript works ok in Internet Explorer 10 and earlier and it is case insensitive, so something like

<IMG SRC='vbscript:msgbox("XSS")'>

might work ok.