Recursion with Func

Is it possible to do recursion with an Func delegate? I have the following, which doesn't compile because the name of the Func isn't in scope...

Func<long, long, List<long>, IEnumerable<long>> GeneratePrimesRecursively = (number, upperBound, primeFactors) => 
{
    if (upperBound < number)
    {
        return primeFactors;
    }
    else
    {
        if (!primeFactors.Any(factor => number % factor == 0)) primeFactors.Add(number);
        return GeneratePrimesRecursively(++number, upperBound, primeFactors); // breaks here.
    }
};