I doubt if it's the regulator if the pilot light is mostly blue with a bit of yellow. On a home gas appliance, you usually have to hold in the gas valve and light the pilot light, then hold the valve in for a minute or so until the pilot stays lit then turn up the valve. On an RV oven, the pilot light is turned on by a valve and isn't controlled by the thermocouple in many cases. The pilot must heat up the thermocouple. The thermocouple senses heat and sends a weak signal to allow the gas valve to open. If the pilot flame is O.K., and stays lit, make sure it's heating the thermocouple, a small copper cylinder that should be touched by the pilot flame. Thermocouples go bad and doesn't send the signal to the gas valve. Use a small wrench to remove it from where it attaches to the gas valve and take it to a hardware store. They should be able to match you up with a new one.
Here's how to replace one in a water heater, (same idea as oven thermocouple)
Here's a video on how to test the thermocouple with a multimeter: