with the "devil" or demons it is generally believed that they only bother people who have in some form invited them into their presence, or interfered in something they were looking to consume.I myself cannot say for sure, if this is true.
I can only give suggestions as I am by no means a demonologist or expert and hope that in some way they give you relief.
Try to cleanse your environment
Do not say the name (some people believe this gives the entity more power)
If he visits you in your sleep , simply ask why he/she is there, and what it wants. Maybe you will get a better idea on how to better combat your experiences.