The Book of Prayers (Kitab Al-Salat)
Muslim :: Book 4 : Hadith 1251
Abu Huraira reported ahadith from the Messenger of Allah (may peace be upon him), and one of them is that the Messenger of Allah (may peace be upon), said: When the call is made for prayer come to it walking with tranquillity, and pray what you are in time for, and complete what you have missed.