Christian,
I had a 1987 Peugeot 205 diesel (1.8). Sometimes when approaching a junction it also cut out. I found this to be a loss of fuel pressure due to a leaking fuel pump. Upon releasing the accelerator, the fuel pressure would drop and subsequently the car cut out. However it would always start again without problem.
This could be a possible explaination, but it would be best to have your car checked out with your local garage.
Jon, October 2006