Convection process is one of the mode of heat transfer. In this process heat transfer takes place when there is a movement of fluid (liquid or gas).
Convection occurs in ocean currents due to the heat up of oceanic waters making it less dense. This water travel above the cooler water and thus give off its heat to the environment surrounding it. As the water cools, it then starts to sink, and the process continues.
Convection results due to the continual circulation of ocean water. In simpler terms, warm water rises up and cold water moves in to replace it.