Sahih Muslim Book 6, Hadith Number 2453.
Chapter : There is no harm in observing fast if one is Junbi even after dawn.
Abu Bakr reported that Marwan sent him to Umm Salama to ask whether a person should observe fast who is in a state of junub and the dawn breaks upon him, whereupon she said that the Messenger of Allah (may peace be upon him) (was at times) junbi on account of intercourse and not due to sexual dream, and the dawn broke upon him, but he neither broke the fast nor recompensed.