That is the level of confidence that manager Vincent Kompany has instilled into his players.
The Clarets emerged with a vital 4-1 win over Sheffield United in the Premier League on Saturday.
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After the game, the Icelandic midfielder stated: We believe we can do something special.
We have four cup finals left but in the dressing room we're all in this together.
We know we're in a difficult position but we have to believe that we can pick up points in every single game."
He believes we can stay up," added Gudmundsson.
He said that from day one and still says it."