Here is a simple description:

$$Z\stackrel{d}{=}A\cdot Y_m$$ i.e. $Z$ is distributed as the product of two random variables, where the the factors are independent, $A$ is $\arcsin$-distributed, and $Y_m$ is distributed as $\min\{1,\exp(m^2/2)\}$.
($\exp(\lambda)$ denotes an exponentially distributed rv. with exp. $1/\lambda$)

This can be proved using the random walk approximation of BM with drift which was used by Tak'acs (Ann. Appl. Prob.,$\mathbf{4}$ (1996),1035-1040) to study the sojourn time. (In that paper he gave an expression for the distribution of the sojourn time of BM with drift, which was much simpler than the original solution by Akahori). In a similar way one can solve the corresponding random walk problem combinatorially and pass to the limit.

Here is a simple description:

$$Z\stackrel{d}{=}A\cdot Y_m$$ i.e. $Z$ is distributed as the product of two random variables, where the the factors are independent, $A$ is $\arcsin$-distributed, and $Y_m$ is distributed as $\min\{1,\exp(m^2/2)\}$.
($\exp(\lambda)$ denotes an exponentially distributed rv. with exp. $1/\lambda$)

This can be proved using the random walk approximation of BM with drift which was used by Tak'acs (On a generalization of the arc-sine law, Ann. Appl. Prob., $\mathbf{3}$ (1996), 1035-1040.) to study the sojourn time. (In that paper he gave an expression for the distribution of the sojourn time of BM with drift, which was much simpler than the original solution by Akahori). In a similar way one can solve the corresponding random walk problem combinatorially and pass to the limit.