He saw the disciples straining at the oars, because the wind was against them. Shortly before dawn he went out to them, walking on the lake. He was about to pass by them, but when they saw him walking on the lake, they thought he was a ghost. They cried out, because they all saw him and were terrified.
Immediately he spoke to them and said, “Take courage! It is I. Don’t be afraid.” Then he climbed into the boat with them, and the wind died down. They were completely amazed,
Mark 6:48-51 (NIV)