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Hi and welcome to JA,
Diesel engines nowadays are getting increasingly more complicated and the failsafe's that the manufacturers put in to safegaurd the engine mean that any number of factors could result in this problem, ideally you really need to have the car plugged into a diagnostic machine to read the codes that will be stored in the ECU,
a common problem that can cause this is overboosting from the turbo, the ECU senses the overboost and shuts down the power to prevent the engine from damaging itself, but again even this could be down to a sensor fault, or mechanical failure of the turbo, this won't normally cause the engine to cut out though,
If your car is fitted with a diesel particulate filter and it is blocked this can also cause the fault, and in extreme circumstances can cause the engine to cut out due to excessive back pressure in the exhaust,
I really would recommend you get it on a machine, as the cost of replacing parts such as the turbo or DPF could easily run into 4 figures, whereas the cost of a sensor is fractional in comparison,
hope this helps,