That's happened to me to a degree, though I haven't been able to do it since I learned about LDing... funny how that works

Anyway, the official term for it is dream re-entry. When I would have a particularly interesting or vivid dream I would try to "finish it" by laying in bed and visualizing how I would like the dream to continue. Sometimes it would take me back into the dream, but I would usually lose control and it would go back into a normal dream. I thought it was a great imaginative exercise, though.