Gracias PhoemueX. Ya estoy envío de mensajes de texto este de todos modos, aquí está la solución para tres variables.
Por parte del Titular de la Desigualdad,
$$\left|\int_{\mathbb{R}^3}f_1(x,y)f_2(y,z)f_3(z,x)\psi_t(x+y+z)d(x, y, z)\right|\le\int_{\mathbb{R}^3}|f_1(x,y)\psi_t(x+y+z)^{1/p_1}||f_2(y,z)\psi_t(x+y+z)^{1/p_2}||f_3(z, x)\psi_t(x+y+z)^{1/p_3}|d(x, y, z)\le\left(\int_{\mathbb{R}^3}|f_1(x,y)^{p_1}\psi_t(x+y+z)|d(x, y, z)\right)^{1/p_1}\left(\int_{\mathbb{R}^3}|f_2(y,z)^{p_2}\psi_t(x+y+z)|d(x, y, z)\right)^{1/p_2}$$ $$\left(\int_{\mathbb{R}^3}|f_3(z,x)^{p_3}\psi_t(x+y+z)|d(x, y, z)\right)^{1/p_3}$$ Let $x, y\in\mathbb{R}$ and $u=x+y+z$ for all $z\in\mathbb{R}$. As $z$ ranges through $\mathbb{R}$, $u$ ranges through $\mathbb{R}$. $du=dz$. $|f_1(x, y)^{p_1}\psi_t(x+y+z)|$ is nonnegative and measurable on $\mathbb{R}^3$. By Tonelli's Theorem, $$\int_{\mathbb{R}^3}|f_1(x,y)^{p_1}\psi_t(x+y+z)|d(x, y, z)=\int_{\mathbb{R}^2}\left(|f_1(x,y)|^{p_1}\int_{\mathbb{R}}|\psi_t(x+y+z)|dz\right)d(x,y)=\int_{\mathbb{R}^2}\left(|f_1(x,y)|^{p_1}\int_{\mathbb{R}}|\psi_t(u)|du\right)d(x,y)=\int_{\mathbb{R}^2}|f_1|(x,y)|^{p_1}\lVert\psi_t\rVert_{L^1(\mathbb{R})}=\lVert f_1\rVert_{L^{p_1}(\mathbb{R}^2)}^{p_1}\lVert\psi_t\rVert_{L^1(\mathbb{R})}$$ Similarly, $$\int_{\mathbb{R}^3}|f_2(x,y)^{p_2}\psi_t(x+y+z)|d(x, y, z)=\lVert f_2\rVert_{L^{p_2}(\mathbb{R}^2)}^{p_2}\lVert\psi_t\rVert_{L^1(\mathbb{R})}$$ and $$\int_{\mathbb{R}^3}|f_3(x,y)^{p_3}\psi_t(x+y+z)|d(x, y, z)=\lVert f_3\rVert_{L^{p_3}(\mathbb{R}^2)}^{p_3}\lVert\psi_t\rVert_{L^1(\mathbb{R})}$$ so $$\left|\int_{\mathbb{R}^3}f_1(x,y)f_2(y,z)f_3(z,x)\psi_t(x+y+z)d(x, y, z)\right|\le(\lVert f_1\rVert_{L^{p_1}(\mathbb{R}^2)}^{p_1}\lVert\psi_t\rVert_{L^1(\mathbb{R})})^{1/p_1}(\lVert f_2\rVert_{L^{p_2}(\mathbb{R}^2)}^{p_2}\lVert\psi_t\rVert_{L^1(\mathbb{R})})^{1/p_2}(\lVert f_3\rVert_{L^{p_3}(\mathbb{R}^2)}^{p_3}\lVert\psi_t\rVert_{L^1(\mathbb{R})})^{1/p_3}=\lVert f_1\rVert_{L^{p_1}(\mathbb{R}^2)}\lVert f_2\rVert_{L^{p_2}(\mathbb{R}^2)}\lVert f_3\rVert_{L^{p_3}(\mathbb{R}^2)}\lVert\psi\rVert_{L^1(\mathbb{R})}$$