We introduce the homogeneous (inhomogeneous) matrix weighted Bourgain-Morrey Triebel-Lizorkin spaces and obtain equivalent norms of these spaces. We also obtain their characterizations by Peetre type maximal functions, Lusin-area function, Littlewood-Paley g_λ^*-function, approximation, wavelet and atom. As an application, we obtain boundedness of pseudo-differential operators with symbols in the Hörmander classes and Hölder-Zygmund classes on inhomogeneous matrix weighted Bourgain-Morrey Triebel-Lizorkin spaces.
Bai et al. (Sat,) studied this question.