<?php
add_filter( 'the_title', 'my_capitalize_title', 10, 2 );

function my_capitalize_title( $title, $id ) {

    // get separate words
    $words = preg_split( '/[^w]*([s]+[^w]*|$)/', $title, NULL, PREG_SPLIT_NO_EMPTY );

    $stop_words = array(
        'the', //
        'a',
        'and',
        'of',
    );

    $title_case = '';

    foreach( $words as $word ) {
        // concatenate stop word intact
        if ( in_array( $word, $stop_words ) ) {
            $title_case .= $word;
        }
        // or concatenate capitalized word
        $title_case .=  ucfirst( $word );
    }

    return $title_case;
}