Bullying is a very complicated topic because no one wants to admit that they're being picked on. Bullying can leave a massive scar on someone's mental health. A general rule that should be kept in mind at all times is treat others how you want to be treated.
Stopping a bully from bullying you isn't exactly easy. If you are trained in martial arts or boxing, etc. all you need to do is beat that person up. The next method is one that could work for anyone and that is to pretend like you are mentally unstable and that they might end up dead if they continue. Just make sure that only the bullies see that or there will be consequences since you won't just scare the bullies.
If you can't man up and deal with bullies yourself, there's always the option of getting friends, teachers, neighbors, etc. involved.
Now there's also the option of blackmailing. As long as you can get some evidence of them bullying you, you can blackmail them into leaving you alone. As soon as you've got solid evidence in the form of a video or messages, you'll also be able to force someone with authority to step in. If they don't want to step in, congratulations you just got some great blackmail since any authoritative figure (teacher, principal, etc.) that doesn't actively step in to stop bullying is a scumbag in society.