Can I use two sensors with different baud rate without problems on arduino? One sensor has a baud rate of 115200, the other 9600. I think this will create problems in the serial because I can only choose one baud rate.

What do you think?
The first sensor is the pulse sensor, while the other is the gsr sensor by grove.
Link: http://pulsesensor.com/
Link 2: http://www.seeedstudio.com/wiki/Grove_-_GSR_Sensor
You can only have one sensor on one serial port, and the baud rate is set on the serial port.

So as long as you have two serial ports, or SoftwareSerial ports (I wouldn't, it causes more problems that it solves - get a board with multiple UART interfaces) then yes you can have two baud rates.