Wolfram Mathworld is a good source for what is acceptable. They use all lower case in the body of their text.
But if you are submitting an article or paper, you should ask the editors what their standards are.
At Massachusetts Institute of Technology, the guide to capitalization says:
Do not capitalize physical laws, theorems, principles, or constants except for attached proper names:
special theory of relativity
the third law of thermodynamics
Walden University says the same.
As David M notes in the comments here, titles have their capitalization rules, too, which are given in the MIT reference under item 3