It is the gas valve , what happens is when the thermocouple heats up it produces a current,this holds a solenoid in the gas valve open to let in gas, a wire in the solenoid has broken & valve will not stay open, solenoid itself is not replaceable so its a new valve & they vary greatly in price,my own cost £42 from online dealer.It only took me 1/2 hr.
David
July 2008