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Denilson maintains Arsenal must retain focus if they are to end their trophy drought this season - but sees no reason why the young Gunners can not win everything going.
Arsene Wenger made nine changes for Tuesday's Carling Cup clash against Wigan at a freezing Emirates Stadium, but that did not stop Arsenal sweeping into the semi-finals with a 2-0 victory.
After holders Manchester United crashed out at West Ham, who are bottom of the Barclays Premier League, the Gunners are now the odds-on favourites to go on and lift the trophy at Wembley in February which would represent the first silverware since the 2005 FA Cup.
Wenger has urged his young squad not to become obsessed with ending that statistic, but appreciates it would go some way to appeasing demands for return on Arsenal's potential.
Denilson - who played in the 2007 Carling Cup final defeat to Chelsea at the Millennium Stadium - is in no doubt once that illusive first winners medal comes along, the rest will all swiftly follow.
"I think we can win it this season, and I want to win it this season because for five or six years we haven't won any trophies, but now we are a little bit stronger than last season," the 22-year-old Brazilian declared.
"Last season we lost some big games, and this season we are more experienced.
"We have a great team, we have young players, but quality as well."
Denilson added: "If we focus on every single game we have a chance to win - not only the Carling Cup, but also the FA Cup, the Champions League and the Premier League, which are more important for us."
Wenger maintains he has "no room" for any new signings in January, with Robin van Persie completing an impressive 70 minutes last night on his recovery from an ankle injury, while captain Cesc Fabregas, goalkeeper Manuel Almunia, midfielder Abou Diaby, Aaron Ramsey, on loan at Nottingham Forest after his broken leg, defenders Thomas Vermaelen and Sebastien Squillaci are all still to come back into the side.
"People ask me why do I not buy in January - it is for one simple reason, we have quality and numbers. That is why we do not need (anybody)," Wenger told Arsenal TV Online.
Denilson, signed from home-town club Sao Paulo in August 2006, is in no doubt Wenger's youngsters can prove themselves this season.
"Sometimes I feel sad because people say that Arsene Wenger won't pay for experienced players or old players," the Brazilian said. "But we have young players and we have character, and have a strong (team) in the positions.
"If we work together and help each other, and give 100% in training and games as well, we can win this year.
"If you can win trophies people will believe in Arsenal."
Fabregas' latest hamstring problem will be assessed in the next few days.
The Spain World Cup winner maintains he will not rush his recovery after limping out of the Champions League defeat in Braga last week, and could yet struggle to make the trip to title rivals United on December 13.
