On probability characteristics of "downfalls" in a standard Brownian motion

For a Brownian motion B = (B-t)(t less than or equal to 1) with B-0 = 0, EBt = 0, EBt2 = t problems of probability distributions and their characteristics are considered for the variables [GRAPHICS] where sigma and sigma' are times (non-Markov) of the absolute maximum and absolute minimum of the Brownian motion on [0, 1] (i.e., B-sigma = sup(0 less than or equal to t less than or equal to 1) B-t, B-sigma' = info(0 less than or equal to t'less than or equal to 1) B-t').