Musannaf Ibn Abi Shayba 3:2387

Hafs ibn Ghiyath narrated to us, from Malik ibn Anas, from Nafi’, from Ibn Umar, that he used to say: If you remember while you are praying the Asr prayer that you have not prayed the Dhuhr, continue in it [the Asr], then pray the Dhuhr. And if you remember that you have not prayed the Dhuhr, then you pray it, it suffices you.