Pull the knob off of the control rod. It may take some force to remove the knob if it's been in place for an extended period of time. The oven should be off when doing this.
Push a replacement knob onto the control rod. Many hardware stores sell knob sets. Take the old knob to the store with you so you can check the size.
Test the knob by turning on the oven and seeing how the oven responds. Some knobs sets have removable attachments that you can use to fit them to different-sized control rods. Adjust the knob as needed until it fits and is functioning properly.