The most likely issues:
- If overclocking your hardware, it is overclocked to an unstable amount.
- Overheating components (CPU/GPU)
- Your GPU isn't working properly, or is faulty.
- Your PSU isn't working properly, or is faulty.
Options to try:
= Attempt to update drivers to latest versions.
= Check to make sure your your components are not overheating.
= Lower the clock speed of your GPU. If the game runs, it's likely the GPU is faulty. However, it is also a possibility that the PSU just can't handle full power load as well.