Hello guys!!!
I already solved the problem, it was indeed one static mesh that was causing this problem. This is static mesh is one of the emitters of my custom electric sparks particle system. So I did fix this static mesh in 3dsmax, then reimported to UDK, updated my particle system, and cooked the map for PS3.
Here is a gameplay teaser of my game running on my PS3 (very soon I will create a new thread here to promote my game and provide a free demo for anyone to download and test it):