  We study a triple of stochastic processes: a Wiener process $W_t$, $t \geq
0$, its running maxima process $M_t=\sup \{W_s: s \in [0,t]\}$ and its running
minima process $m_t=\inf \{W_s: s \in [0,t]\}$. We derive the analytical
formulas for the joint distribution function and the corresponding copula. As
an application we draw out an analytical formula for pricing double barrier
options.
