In Islam, martial sex is an act which is rewarded.
"And among His Signs is this, that He created for you mates from among yourselves, that ye may dwell in tranquillity with them, and He has put love and mercy between your (hearts). Verily in that are Signs for those who reflect." [Qur'an 30:21]
"And those who pray, "Our Lord! Grant unto us wives and offspring who will be the comfort of our eyes, and give us (the grace) to lead the righteous." [Qur'an 25:74]
Mohammed (pbuh) said: "In the sexual act of each of you there is a sadaqa (charity)." The Companions replied: "0 Messenger of God! When one of us fulfils his sexual desire, will he be given a reward for that?" And he said, "Do you not think that were he to act upon it unlawfully, he would be sinning? Likewise, if he acts upon it lawfully he will be rewarded." (Muslim)