I just looked at the SNCF website, and as noted by the previous poster, you will need to change stations in Paris from Gare de Lyon to Gare Saint Lazare.
One suggestion...I recently did a station change in Paris by taxi because I hadn't studied my other options. It was a mistake because with Paris traffic I almost missed my connection. I actually ended up with a station staff member yelling at me "There's your train. RUN!"
If I had to do this again, I would definitely study the relevant Metro lines in advance and go that way. Of course if you have a lot of luggage that might impact your decision. Just be sure to note your connection times on the trip you select because they can sometimes be a bit short for a stress free transfer.