This 2015 roundworm study showed one possible way that epigenetic DNA changes could pass from one generation to the next generation:

• The researchers caused nerve cells to transmit double-stranded RNA to germline cells.
• The RNA changed the germline cells, and
• The changes were passed down to the next 25 generations.

This was a new direction that had several known limitations ahead. The researchers didn’t show that this transmission mechanism worked in nature. Also, more complex species don’t retain most epigenetic changes between generations.

However:

• Treating the father’s symptoms of an inherited disease can epigenetically treat the son provided evidence of one mechanism in a rodent study, and
• Are stress-induced epigenetic changes to DNA inherited across generations? showed another transmission method.

http://www.pnas.org/content/112/7/2133.full “Double-stranded RNA made in C. elegans neurons can enter the germline and cause transgenerational gene silencing”