The focus in this chapter is on intensity-dependent changes in the refractive index of a GRIN medium, responsible for the Kerr effect. In Section 5.1, we consider self-focusing of an optical beam inside a GRIN medium. Pulsed beams are considered in Section 5.2, where we derive a nonlinear propagation equation and discuss the phenomena of self- and cross-phase modulations. Section 5.3 is devoted to modulation instability and the formation of multimode solitons. Intermodal nonlinear effects are considered in Section 5.4 with emphasis on four-wave mixing and stimulated Raman scattering. Nonlinear applications discussed in Section 5.5 include supercontinuuum generation, spatial beam cleanup, and second harmonic generation.