Step 1: Apply the first law of thermodynamics.
The first law states,
\[
\Delta U=q-w,
\]
where
\[
q=x\ \mathrm{J}
\]
is the heat absorbed and
\[
w=y\ \mathrm{J}
\]
is the work done by the system.
Thus,
\[
\Delta U=x-y\ \mathrm{J}.
\]
Step 2: Convert joules to kilojoules.
Since
\[
1\,\mathrm{kJ}=10^3\,\mathrm{J},
\]
\[
\Delta U
=
\frac{x-y}{1000}
=
(x-y)\times10^{-3}\ \mathrm{kJ}.
\]
Hence,
\[
\boxed{(x-y)\times10^{-3}\ \mathrm{kJ}}
\]
Therefore,
\[
\boxed{(A)}
\]
is the correct answer.