Title: Proof of the DOZZ Formula Abstract: In 1994 Dorn and Otto and in 1996 independently Zamolodchikov and Zamolodchikov proposed a remarkable explicit expression, the so called DOZZ formula for the 3 point structure constants of the Liouville Conformal Field Theory (LCFT). LCFT is a building block of non-critical string theory and two dimensional quantum gravity and the DOZZ formula is the key to its integrability. Remarkably the LCFT strucure constants also give the Nekrason partition functions of four dimensional gauge theories. I will review a rigorous probabilistic construction of LCFT and sketch a proof of the DOZZ formula obtained together with R. Rhodes and V. Vargas.