We discuss a many-body theory of the coherent ultrafast nonlinear optical response of systems with a strongly correlated electronic ground state that responds unadiabatically to photoexcitation. We introduce a truncation of quantum kinetic density matrix equations of motion that does not rely on an expansion in terms of the interactions and thus applies to strongly correlated systems. For this we expand in terms of the optical field, separate out contributions to the time-evolved many- body state due to correlated and uncorrelated multiple optical transitions, and use "Hubbard operator" density matrices to describe the exact dynamics ofthe individual contributions within a subspace of strongly coupled states, including "pure dephasing". Our purpose is to develop a quantum mechanical tool capable of exploring how, by coherently photoexciting selected modes, one can trigger nonlinear dynamics of strongly coupled degrees of freedom. Such dynamics could lead to photoinduced phase transitions. We apply our theory to the nonlinear response of a two-dimensional electron gas (2DEG) in a magnetic field. We coherently photoexcite the two lowest Landau level (LL) excitations using three time-delayed optical pulses. We identify some striking temporal and spectral features due to dynamical coupling of the two LLs facilitated by inter-Landau-level magnetoplasmon and magnetoroton excitations and compare to three-pulse four-wave-mixing (FWM) experiments. We show that these features depend sensitively on the dynamics of four-particle correlations between an electron-hole pair and a magnetoplasmon/magnetoroton, reminiscent of exciton-exciton correlations in undoped semiconductors. Our results shed light into unexplored coherent dynamics and relaxation of the quantum Hall system (QHS) and can provide new insight into non-equilibrium co-operative phenomena in strongly correlated systems. © 2011 American Chemical Society.