Just to mention, you can also use the default a theme like android.R.style.Theme_DeviceDefault_Light_Dialog
instead.
new DatePickerDialog(MainActivity.this, android.R.style.Theme_DeviceDefault_Light_Dialog, new DatePickerDialog.OnDateSetListener() {
@Override
public void onDateSet(DatePicker view, int year, int monthOfYear, int dayOfMonth) {
//DO SOMETHING
}
}, 2015, 02, 26).show();