Have you politely asked them if they would mind turning the volume down?
In some circumstances the local council can help:
https://www.gov.uk/report-noise-pollution-to-council You generally need to log disturbance to show evidence and you will need to try discussion/mediation before they will act. You might also seek support from neighbours before approaching the council.
Rightly/wrongly they cannot help where the person is 'especially sensitive to noise'.