Pilot light wont stay on

This may be of some help
in most gas ovens you need to establish the pilot flame first before it allows gas through to the main oven thermostat,
The pilot can be part of the main burner /low flame that heats a sensor that is set to be heated by the pilot flame and as long as it stays red/hot it will hold gas on (flame proving device) and allow gas through to main flame. if you look at the main burner you should see the sensor its got a white porcelain base and the sensor is steel looks like a bent nail that hangs over burner.
make sure its in the correct position leaning into the flame.
otherwise call a registered gas oven repair man good luck

The bimetal probe inside the safety valve is probably worn out. You gonna need to replace the gas valve on a standing pilot style range.
The bulb has mercury in it. When heated by the pilot it opens the valve below and holds it open. When you turn the oven control up top the gas travels down through that valve and onto the burner where the pilot lights it. A new replacement valve will not come pre-adjusted. You will have to sit the old one beside the new one and turn the adjustment nut till the orifices are the same height. That will get ya close. After bubble testing you can turn it on and tweak the flame. I like to have mine half way up the flame spreader. If the flame is too low it will take an hour to bake a pie shell. If it is too high all the food will be burnt on the bottom and raw on top.

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Instructions

1. Access the burners inside your oven by removing the access panel in the front of the oven or by opening the broiling drawer, depending on your particular model.
   
2. Determine if the pilot itself is lit, since some ovens have a small flame on the pilot at all times that then grows and extends to the burner when the oven is turned on. The lack of a pilot flame indicates the oven thermostat is malfunctioning or there is a problem with the gas hose. Check the pilot itself to see if it is clogged with debris or grease that could be preventing the flame from staying lit.
   
3. Determine if the pilot flame will grow if it is lit by turning on the thermostat. If the pilot flame doesn't extend, the thermostat itself likely needs replacement. If the flame is extending but the gas valve is not opening, the safety valve could be dirty or defective. The flame should be blue in color. A yellow flame indicates the pilot is dirty and is not burning hot enough to get the main burner to ignite.
   
4. Light the burner on the top of the oven with a match if the igniter doesn't appear to be effective. If it lights manually but will not light automatically, the igniter is likely faulty. Do not do this if there is a heavy smell of gas in the kitchen, since there could be a risk of a fire. In that circumstance, turn the oven off, ventilate the room and call a technician.
   
5. Listen for any sounds of gas hissing or a clicking sound indicating the oven is trying to turn on. If there is no response from the oven at all, the gas may not be functioning properly and will need to be examined by a technician for safety purposes
   

Several things to check. First be sure the pilot light flame is directly striking the thermocouple. It is a pencil sized rod that is next to the pilot light. Sometimes people reduce the size of the pilot flame to save gas. You may need to increase the pilot flame. Follow the small gas line from the pilot flame back to the gas valve. There is a screw where the small pilot gas line goes into the valve. Remove the screw and then deep in the hole is a tiny screw that can only be reached by a tiny flat blade screw driver. Turn the screw counter clockwise to increase the pilot flame. The thermocouple needs to be red hot to work properly. The second item to check is to see if there are any breezes that occasionally blow through the kitchen. Sometimes the hood fan will draw air under the ovens and actually blow the pilot flame out. Same fix, increase the flame. You may also experience low gas pressure to the appliance during heavy usage. You would need a manometer gauge to check for proper gas pressure. In short, if the oven goes out during your busiest time when everything gas powered is on, the oven may be starved for gas.

check positionin of thermocouple the pilot flame must be directed to it if flame is ok then replace thermocouple

you thermocouple is weak or flame sensor not in good location

check that you have thermopile connections are right at valve and that the flame is hitting both thermopile and thermocouple good. pilot falme may be blue but is it strong? a strong pilot has flame completely hitting both safety's. if pilot is small check pilot orifice inside pilot hood, a quick fix which may work is put vacuum over pilot hood and **** out any dust in there, just be gentle...

adjust the flame so that it stays on the thremal couple and keeps it hot if it is off by 1/4 inch it will not work.

does it light then immediately go out? if yes, usually you have to hold in a button to allow gas to flow while you light the pilot, and hold this button until the therm0-couple is heated with the pilot flame. If the thermo-couple is not sufficiently heated and you let go of this button, the pilot light will go out as the safety circuit thinks there's no flame and unburned gas is entering the oven.

The other thing you could do is adjust the height of the pilot flame... there's usually an adjustment screw near the button described above which will allow you to adjust the height of the flame. Make the flame just big enough to guarantee that it keeps the thermo-couple hot AND that it can light the oven without being blown out.

Good luck.