Is it valid for a lambda to, essentially, close over itself?

Is this lambda recursion valid?

#include <functional>
#include <iostream>

int main() {
   std::function<int(int)> g = [&g](int k) {
       return (k ? k * g(k-1) : 1);
   };

   std::cout << g(10); // 3628800
}

It appears to compile and run ok, but I'm nervous about closing over g in the same statement that I initialise it. Strict validity on a scale of 1-10...?