As the brownie is baking, make the cheesecake.
In a large bowl, beat the cream cheese and sugar until smooth.
Beat in the peanut butter. Be sure to turn off the mixer and scrape down the sides of the bowl .
With the mixer on a low speed, mix in the sour cream and vanilla extract.
In a small bowl, whisk together the egg and additional egg yolk. Then with the mixer on low speed, beat the whisked eggs into the batter. Stop mixing as soon as the egg is combined.
Spoon the cheesecake batter on top of the baked brownie and smooth the top. Be careful - the pan will be hot.
Place the pan back in the oven and bake for another 30-35 minutes. When the cheesecake layer is done baking, it should look set on top, except for perhaps in the very middle. You may start to see small cracks around the edges. If you start to see cracks forming in the middle of your cheesecake, then it's definitely done baking.
Turn off the oven and open the oven door. Cool the cheesecake in the oven (turned off with the door open) for 30 minutes. Then remove from the oven and continue cooling until the pan is room temperature.
Cover the pan with aluminum foil and place in the fridge for at least 4 hours for the cheesecake to properly set. I typically do this overnight.