Hi Julian,
It depends on your style of learning: are you someone who needs notes in front of you when you listen to the video to understand better? Or someone who can listen attentively, understand what is being taught and then write a summary of what you have learnt in that video?
If you are someone who need to take down every single word from the slide to better understand the topic, also to refer to when listening the video again or when doing your revision, then there is a way that I think may work… fast forward the video one slide at a time, write down whatever you want, then restart the video and listen with your notes in front of you. This way you will be able to follow along, jot down trigger points to help you remember to better understand the topic. However, this route will be longer.
If you are someone who can listen attentively and at the same time write down the important things to note, do your own study, go back and listen to the video again to better understand your learning, then I would think this this will be a faster and a better way to learn the topic.
There is also a glossary section in the PMBOK that has the definition for the terms you need to know. Cornelius usually refer to them in the PrepCast as well, so I don’t think you have to write them down unless you want to make a set of flash cards. The same goes for the formulas.