The first thing you should know is that you are not alone. The first thing to remember is that bullying has very little to do with the person being bullied. Since it is the bully has the problem, there is not much you can do to change their behaviour, but there are some things you can do to keep yourself safe.
Bullying is wrong.
Don't blame yourself. Adults are responsible to ensure you are safe, and there is an adult who is responsible for the bully, too. Bullying is not your responsibility to try to deal with on your own, and you don't have to accept it. Ask someone for help, and let someone help you. Don't give up, there are people who care about you and what happens to you.