Preheat the oven to 340°F (170°C).
Add the cream cheese, mascarpone, and milk in a pot and melt together using a double boiler until there are no more lumps, place aside.
Sift the cake flour and the cornstarch together into a bowl. Add the milk and the egg yolks beat together until smooth.
Then add crème cheese mixture into a bowl, stirring until completely combined.
Using a stand mixer or hand mixer, beat the egg whites until little peaks, gradually add the sugar while continuing to beat until soft peaks.
Take 1/3 of the egg whites and fold into the batter, then repeat with the remaining egg whites until the batter is smoothly combined.
Line the bottom and sides with parchment paper in the prepared 6-inch cheesecake pan.
Pour the cheesecake into the pan and tap the pan to release air bubbles.
Place the pan into a larger baking tray. Fill the larger tray about 1.5-inch (3 cm) high with hot water.
Bake in the preheated oven 340°F (170°C) for 10 mins, then lower to 340°F (150°C) for another 40 mins, and turn off the oven and leave the cake in the oven for another 10 mins.
Remove from oven and wait about 10 mins for the cake to cool. Take out the cheesecake from the pan and peel the paper around sides carefully. After wait 20 mins, peel the bottom paper and onto a plate.
Finish and enjoy your time.
