On probability characteristics of “downfalls” in a standard Brownian motion

For a Brownian motion $B=(B_t)_{t\le 1}$ with $B_0=0$, $\mathbf{E}B_t=0$, $\mathbf{E}B_t^2=t$ problems of probability distributions and their characteristics are considered for the variables
$$\begin{align*} \mathbb D&=\sup_{0\le t\le t'\le1}(B_t-B_{t'}), \qquad \mathbb D_1=B_{\sigma}-\inf_{\sigma\le t'\le1}B_{t'}, \\ \mathbb D_2&=\sup_{0\le t\le \sigma'}B_t-B_{\sigma'}, \end{align*}$$
where $\sigma$ and $\sigma'$ are times (non-Markov) of the absolute maximum and absolute minimum of the Brownian motion on $[0,1]$ (i.e., $B_\sigma=\sup_{0\le t\le 1}B_t$, $B_{\sigma'}=\inf_{0\le t'\le 1}B_{t'}$).