Rock wool and fiberglass are great sound insulaters and anything that is rough is also good like spray on foam or carpeting. You install fiberglass or rock wool in your dry wall but that would having to tear it out or you could make holes on your wall and fill it with expandable foam. but the most non invasive choice is to just tack carpeting or a blanket on your wall. However the latter wont insulate as well as the former choices. Carpeting on the floor and ceiling would also help but spray on foam would probley be easier if you are doing the ceiling.