Sahih Bukhari Volume 001, Book 006, Hadith Number 322.
Narated By 'Aisha : Fatima bint Abi Hubaish asked the Prophet, "I got persistent bleeding (in between the periods) and do not become clean. Shall I give up prayers?" He replied, "No, this is from a blood vessel. Give up the prayers only for the days on which you usually get the menses and then take a bath and offer your prayers."