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Serguei Popov
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You can use the fact that $B_t-m_t$ is a reflected Brownian motion (see e.g. Revuz-Yor, Chapter VI, Theorem 2.3). I think it shouldn't be difficult to show that $$ \limsup_{t\to\infty} \frac{M_t-m_t}{\sqrt{t\log\log t}} = \limsup_{t\to\infty} \frac{B_t-m_t}{\sqrt{t\log\log t}}. $$

Serguei Popov
  • 1.9k
  • 12
  • 21